In February, the last king of Nepal had gone to Bhopal in India to attend the wedding of another niece.
It was followed by nearly a month-long stay in India, during which they visited famous Hindu temples and met Indian politicians.
The February visit was Gyanendra's first trip abroad since the tumultuous days of 2006 when a pro-democratic movement compelled him to surrender the absolute power he had seized a year before with the help of the army.
It was also his first visit abroad as a commoner.
The former royal couple's India visit had created distrust among Nepal's Maoists, whose 10-year insurgency had been instrumental in the abolition of monarchy in the world's only Hindu kingdom.
The former guerrillas claimed it was a ploy by the former king to enlist India's help for the restoration of monarchy in Nepal and have his grandson, schoolboy Hridayendra, enthroned as the new king of Nepal.