Previously, Abe has faced criticism for his allegedly revisionist views of Japan's own war-time behavior.
But, on the eve of a White House meeting with President Barack Obama yesterday, Abe solemnly marked the genocide while hailing Japanese envoy Chiune Sugihara, who helped Jews flee Nazi-occupied Europe.
Sugihara was Japan's Imperial Consul in Lithuania, where he issued at least 2,000 visas allowing Jews to flee Nazi pogroms between 1939 and 1940.
"As a Japanese citizen I feel extremely proud of Mr Sugihara's achievement," Abe said as he toured the memorial.
As he visited the Holocaust Memorial Museum 70 years after the end of World War II and the liberation of Auschwitz, Abe said "my heart is filled with a solemn feeling."
"Never again," he added.
Abe has been criticized for appearing to minimize Japan's own atrocities during the war, particularly the forced sexual enslavement of up to 200,000 "comfort women" from Korea and China.
Previous Japanese prime ministers have apologized for the war-time excesses, but Abe has stopped short of that.
His visit to the Holocaust memorial may help quell some of that criticism.
"On this score, my feeling is no different from my predecessor prime ministers."
During his visit, Abe and his wife Akie Abe held a moment of silence and each lit a commemorative candle in the Hall of Remembrance.
He then viewed the Rescuers' Wall, adorned with names and images of 10,000 figures like Raoul Wallenberg, Oskar Schindler and Sugihara.
Abe stood alongside three survivors helped by the Japanese consul, including Leo Melamed, who went on to become the head of the Chicago Mercantile Exchange.
"Our life was on a thread," Melamed told AFP. "This means a great deal to me.
Melamed noted that Sugihara had been ordered by the Japanese foreign service not to issue visas, but disobeyed that order.
"It's a big deal for the Japanese to know that in their midst they have this unbelievable humanitarian," Melamed said.
"Japan has a not a very pleasant history during that war, but the people I think deserve better than the image of the government of that time.
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