More than 10,000 demonstrators were protesting against policies they said prevented them from getting decent jobs or a good education for their children.
The subsequent crackdown by the Malaysian authorities sparked outrage and demands from Tamil politicians in India that New Delhi intervene.
India said it was concerned about the treatment of ethnic Indians in Malaysia and had taken up with Kuala Lumpur accusations that protesters from the community had been harassed.
"This is a matter which concerns us. Whenever people of India run into difficulties, it is a source of concern"
India's prime minister
"The government remains deeply solicitous for the welfare of people of Indian origin living abroad," Pranab Mukherjee, India's foreign minister, told parliament on Friday.
"We have friendly relations with Malaysia and we are in touch with the Malaysian authorities in the related matter."
Manmohan Singh, India's prime minister, was quoted in The Times of India as telling reporters: "This is a matter which concerns us. Whenever people of India run into difficulties, it is a source of concern."
New Delhi's expression of solidarity came as the Hindu rights group behind Sunday's protest said its leader had left for India before heading to London, Geneva, Brussels and Washington to lobby for international support.
He is expected to meet Indian leaders including the foreign minister and chief minister of Tamil Nadu.
The Hindu Rights Action Force (Hindraf) said P Waythamoorthy, its chairman, left Malaysia on Wednesday "in the light of the crackdown and threats of detention without trial".
Separately, one private immigration agency in Malaysia said an unusually large number of Malaysian Indians had inquired about migrating to Australia after Sunday's protest.
"This week the phone has not stopped ringing," said Louis Lovestrand, director at Global Migration Solutions, a firm specialising in Australian migration and visas. "There's been an unusual rush."
Malaysia has denied claims it mistreated ethnic Indians and said its Indian population, which constitutes seven per cent of Malaysia's 26 million people, were better off than those in India.