India, which imports much of its military hardware from Russia, has long walked a diplomatic tightrope between the West and Moscow, and has called only for an immediate end to hostilities.
"My visit to Europe comes at a time when the region faces many challenges and choices," Modi said in a statement released before his departure for Germany, Denmark and France.
The premier intended to "strengthen the spirit of cooperation" with European partners "who are important companions in India's quest for peace and prosperity", the statement added.
Modi was due to hold talks with German Chancellor Olaf Scholz in Berlin on Monday before heading to Copenhagen to join the prime ministers of Denmark, Iceland, Finland, Sweden and Norway at a two-day India-Nordic Summit from May 3.
He will then make a brief stopover in France to see President Emmanuel Macron to "share assessments on various regional and global issues and will take stock of ongoing bilateral cooperation", the Indian statement said.
Germany's Scholz was quoted by the Indian Express daily on Monday as saying the "attack on Ukraine by Russia is on the top of the agenda" in the discussions with Modi.
Scholz plans to invite Modi as a special guest to a Group of Seven (G7) leaders' summit next month as part of an effort to forge a broader alliance against Russia, Bloomberg News reported Sunday.
Quoting unnamed sources, the report said Scholz was concerned over Modi's refusal to condemn Russia and India's increased fossil fuel imports from there, and was undecided on the invite until weeks ago.
India has significantly increased imports of Russian oil from March onwards, but has bristled at criticism of the move, saying Europe's consumption of Russian energy commodities remains far higher.
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