Mr Modi and the TV survivalist were also filmed sniffing elephant dung and crossing a river in a makeshift raft in a programme that had been much-hyped in India before it was broadcast on Monday night.
The episode of the Discovery Channel's Man Vs Wild saw the PM attempt to burnish his environmental credentials, telling the British adventurer it was "every human's responsibility" to protect nature.
"We exploit nature for our enjoyment, and that is the biggest problem," he said in Hindi.
Mr Modi, who was re-elected in May this year, also told Grylls about growing up in a poor family and his solo trips into the Himalayas in his youth.
The programme, widely trailed in Indian media, ended with a gushing Grylls saying a prayer for India and its prime minister, who he called an “iconic global leader”.
Mr Modi, who has more than 49 million Twitter followers, has previous sought to use social media and his celebrity power to widen his appeal among younger voters.
Viewers' reactions to his appearance of Grylls' show were mixed. Some praised the prime minister for his candidness, but others ridiculed him - and particularly his claim to be unable to comprehend fear.
After being asked by Grylls about "nervousness", Mr Modi replied: "My problem is that I have never experienced such fears.
"I am unable to explain to people what nervousness is and how to deal with it because my in-built temperament is very positive. I see positivity in everything."
"[Narendra Modi] has never experienced fear or nervousness. This should fear Pakistan to the core," joked on Twitter user, in reference to cross-border tensions.
Others posted memes referencing Mr Modi walking out of an interview with Indian TV journalist Karan Thapar in 2008.
"He does not fear, he just runs away," tweeted one commentator.