There were no traffic restrictions along the route he took, the Press Trust of India said quoting sources.
The PM "travelled from Lok Kalyan Marg to Delhi Airport in normal traffic", said reports.
Earlier this week, a video that went viral online showed policemen refusing to step aside for an ambulance taking a bleeding boy to hospital, because of VIP movement. The ambulance was stuck for several vital moments at a key central Delhi flyover because of barricades put up for Malaysian Prime Minister Najib Razak's convoy.
According to the witness who posted the video, several car owners moved aside to let the ambulance go ahead but the police did not remove the barricades.
The police, however, claim they helped the ambulance pass.
The two Prime Ministers will hold talks tomorrow.
During Sheikh Hasina's visit, Bangladesh and India are likely to sign agreements for bilateral trade and investment and cooperation in the energy sector as well as better security along the highly-porous border between the two countries.
India is also expected to announce a fresh credit worth about $ 5 billion for infrastructure projects like railways, roads and waterways as Delhi moves to counter China's influence in neighbouring countries, including Bangladesh. Last year, Dhaka bought two submarines from China. India expects to sign a defence deal with Bangladesh during Sheikh Hasina's trip.