Jamphel Yeshi, who set himself on fire Monday and died Wednesday, was protesting the visit of Chinese President Hu Jintao to New Delhi for a meeting of emerging-market countries, The New York Times reported.
"The fact that Tibetan people are setting themselves on fire in this 21st century is to let the world know about their suffering, and to tell the world about the denial of basic human rights," stated the handwritten letter, dated March 16 and found in a room where Yeshi had stayed in New Delhi.
"If you have money, it is the time to spend it; if you are educated, it is the time to produce results; if you have control over your life, I think the day has come to sacrifice your life," Yeshi wrote.
Tibetan exiles have rallied around Yeshi, whose self-immolation was captured on video and posted on the Internet.
In the Indian town of Dharamsala, home to many Tibetan exiles, demonstrators chanted: "What do we want? Freedom!" "United Nations, please support us." "Stop the killing."
The protest drew about 600 people and featured speakers who denounced the Chinese occupation of Tibet.
"We sympathize with Jamphel Yeshi's self-immolation," said Tibetan monk Lobsang, 32, who had traveled from Nepal. "He offered himself for the freedom of 6 million Tibetans."
The Times said at least 29 Tibetans have set themselves on fire in Tibetan parts of China since last March and many of them have died. Only a few of those self-immolations have been recorded and transmitted.
China says the Dalai Lama is to blame for the self-immolations. A Foreign Ministry spokesman said Tuesday the Dalai Lama and his associates had planned Yeshi's self-immolation.
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