The solemn funeral ceremony will take place at St. Paul's Cathedral in the British capital next Wednesday, followed by cremation of Thatcher's remains.
Thatcher, a conservative, did not want a true state funeral that were held for monarchs and WWII-era prime minister Winston Churchill, her representative Lord Tim Bell said.
In her message of condolences, Grybauskaitė said that Thatcher would "always be remembered as a wise and demanding politician with a strong feeling of high responsibility."
"Her leadership changed the United Kingdom and the world. Eleven years of her dynamic premiership not only helped to carry through successful reforms, very important for your country at that time, but also opened a new chapter of Euro-Atlantic cooperation," the Lithuanian president said.
Thatcher passed away on Monday morning of a stroke at the age of 87. She headed the British government between 1979 and 1990.
