Emperor Akihito and Empress Michiko have visited the Luxembourg Embassy in Tokyo to offer their condolences over the death of Grand Duke Jean.
The Emperor and Empress left flowers at the embassy on Thursday morning.
Grand Duke Jean was Luxembourg's head of state for nearly 36 years. He abdicated in 2000 to make way for his son, Henri. He died on Tuesday at the age of 98.
The Emperor had maintained a close friendship with Grand Duke Jean since they first met at the coronation of Britain's Queen Elizabeth in 1953. The Emperor was the Crown Prince at the time.
When Grand Duke Jean and his wife visited Japan as state guests in 1999, the Emperor and Empress hosted a banquet for them. They accompanied the couple to the foot of Mount Fuji in Yamanashi, where they viewed Japan's highest mountain together.
On Friday, the Emperor and Empress will attend the award ceremony for the MIDORI Academic Prize, which honors achievements in the fields of botany and environmental conservation.
This will be their last official duty outside the Imperial Palace before the Emperor abdicates on Tuesday.