The 68-year-old former King took part in special rituals called Rudrabhishek Puja and Hawan, praying for the eternal peace of those killed in the devastating earthquakes of April 25 and the subsequent aftershocks.
Gyanendra spent about an hour taking part in the rituals amid chanting of vedic mantras at the famous Shiva temple of Kathmandu.
He visited Basantapur Durbar Square situated near the temple after completing the prayers.
Supporters of Gyanendra chanted slogans in his favour as soon as he arrived at Basantpur Durarsquqre, one of the world heritage sites of Nepal which was severely damaged by the earthquake.
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The visit by the King takes place a day after the political parties completed the task of collecting public opinion in the preliminary draft of the constitution that would institutionalise republic system, eight years after monarchy was abolished from the country.
The ex-King's public appearance after a long time is regarded here as his move to test his popularity.
A pro-King group, Rastriya Prajatantra Party Nepal yesterday burnt copies of the draft constitution in Kathmandu demanding reinstatement of Nepal as a Hindu state.