This is the third visit in Lithuania by the 78-year-old laureate of the Nobel Peace Prize.
At the welcoming ceremony, the guest was presented a woven band with colors of the the national flag and one of the key mantras of Tibet's Buddhists, Om mani padme hum.
The Dalai Lama was also presented with a bouquet of flowers, some of the people held Tibetan flags. One of the people who welcomed him in Vilnius was Liberal MP Dalia Kuodytė.
During the visit, the 14th Dalai Lama will visit the Lithuanian parliament and Vilnius Town Hall, where he is scheduled to deliver a lecture. No official meetings with Lithuania's top leaders have been announced.
The Dalai Lama has visited Lithuania in 1991 and 2001. During the last visit, he met with then president Valdas Adamkus for what was described as a "private conversation."
Earlier on Wednesday, activists presented President Dalia Grybauskaitė with a petition signed by over 6,000 people urging to include the Tibet issue into the European Union's (EU) agenda.
Lithuania is holding the EU Council presidency in the second half of this year.
The official Beijing has accused the Dalai Lama, who fled to India in 1959 after the failed uprising in Tibet against the Chinese rule, of instigating separatism. Meanwhile, the spiritual leader maintains he only wants more autonomy for his homeland in the Himalayas.
In 1989, the Dalai Lama was awarded with the Nobel Peace Prize. He gave up a political post in 2011.