Clad in a white kurta and trousers, Modi was received at the airport by Governor Vidyasagar Rao.
The Prime Minister later boarded a helicopter to INS Adayar en route to Rajaji Hall, where Jayalalithaa's body is lying in state.
In a series of tweets last night, the Prime Minister, who enjoyed a good personal equation with the late leader, had said that he was "deeply saddened at the passing away of Selvi Jayalalithaa. Her demise has left a huge void in Indian politics."
The 67-year-old leader had suffered a massive cardiac arrest on Sunday evening.
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