"This is very very helpful, very good," he said as he was given the Oxford-AstraZeneca jab at a facility in the Indian city of Dharamsala on Saturday.
The Dalai Lama had enrolled himself to be vaccinated, officials said.
India launched its vaccination drive on 16 January, but it was limited to healthcare workers and frontline staff.
Since 1 March, however, the scheme has been extended to people aged over 60 and those between the ages of 45 and 59 with underlying illnesses.
Receiving his first shot in the northern state of Himachal Pradesh on Saturday, the Dalai Lama said people needed to be vaccinated to "prevent some serious problems".