The special train was chartered to ferry supporters to a grand reception in Sydney organised by the Australian Indian community. On board the train, a special Gujarati thali was served for dinner.
On the streets of Melbourne, Modi fans danced and waved the national flag and the celebrations continued on board the Modi Express.
Many fans missed the train as it had a restricted number of seats. Some of them then flew to Sydney - hundreds of Indians have reportedly caught flights from different Australian cities to catch a glimpse of the PM. One fan said it would be "an honour just to get a glimpse of Mr Modi."
They will all head to the Allphones Arena of the Olympic Park in Sydney, where last minutes touches were being given for the grand show that the organisers promise will rival the reception held for PM Modi at New York's famous Madison Square Garden in September.
"I am so excited about attending Modiji's function that I did not sleep last night," Narinder Sharma, owner of a cab company, told IANS.
No foreign politician has ever received such a reception in Australia.
The organisers of the event, Indian Australia Community Foundation, said they were overwhelmed by the response from supporters. Volunteers, they said, had taken days off from work to put up the Sydney reception.