After attending an Indian community event here late on Tuesday night, Modi will depart for London on the second leg of his tour.
At the end of the live telecast, he will join Heads of Government from 52 other Commonwealth countries at a dinner hosted by the British prime minister as a formal welcome to CHOGM.
"This is my first visit to Sweden and a visit by an Indian PM after a gap of almost 30 years, " Mr. Modi tweeted soon after arriving in Stockholm. "Following the horrific rape and murder of eight-year-old in the Kathua region of Kashmir, there will be a congregation meeting to silently protest and publicly express pain, sorrow and shock", the protest statement reads.
The two sides also agreed to exchange know-how and explore cooperation in the areas of electro-mobility as well as renewable fuels.
Protests and rallies over the Kathua and Unnao rape cases in India are likely to coincide with Modi's visit to the UK. Before that, PM Modi and May will hold bilateral talks today.
On his part, Swedish Prime Minister Lofven lauded India as "global power" and said the two countries are a "perfect match".
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PM Modi is in Sweden on the first leg of his 5-day foreign tour which will also take him to the United Kingdom where he will attend the Commonwealth Heads of Government Meeting (CHOGM).
Modi also met Iceland Premier Katrin Jakobsdottir and "reviewed the full range of India-Iceland relations during their meeting", the Indian PMO said. "The road ahead is long but we have our destination in sight and determination in heart", the Indian PM said.
On 20 April, the PM will fly to Germany where he will meet German Chancellor Angela Merkel.
He further said that his government had even announced the launch of world's biggest scheme - Ayushman Bharat, pointing that one stage of it has even been launched.
An Indian prime minister will attend the Commonwealth summit, which is held every two years, after a hiatus of almost a decade, having last attended the 2009 CHOGM in Trinidad and Tobago.
Stating that India is undergoing an unprecedented economic transformation, he said that Sweden has a lot of innovative solutions to offer in this connection.