Pence was accompanied on the visit by Kotel Rabbi Shmuel Rabinowitz and inserted a note into the wall after he and Rabinowitz recited Psalms 121 and 122.
The Western Wall Heritage Foundation gifted the vice president and his wife, Karen Pence, a stone Hanukkah menorah inscribed with the message, "We should know how to spread light and chase darkness from the world."
Pence also visited the Yad Vashem Holocaust Museum Tuesday, where he participated in a wreath-laying ceremony in the Hall of Remembrance.
Before the visit, Pence met with Israeli President Reuven Rivlin and called U.S. President Donald Trump's decision to move the U.S. embassy to Jerusalem a "tangible sign" of U.S. commitment to the Jewish state.
"We stand shoulder-to-shoulder with you in the battle against radical Islamic terrorism," Pence told Rivlin. "I thank you, Mr. President, for your government's courage, for the courage of your military. And I pledge to you continued collaboration and cooperation on behalf of our mutual security."
Pence also said the United States will stand with Israel against Iran, calling Tehran's government the "leading state sponsor of terror," and urging changes to the 2015 nuclear deal.
"We are sending a signal to our European allies that the time has come for changes in the Iran nuclear deal that will ensure that the sunset provisions in the deal are completely eliminated, and that punitive sanctions will be available for many years to come, to prevent Iran from obtaining a nuclear weapon," Pence said.
"You are very proud, always, to stand very firm behind your words in actions," Rivlin told Pence, "and for that we have only one word to describe you: You are a mensch."
On the first day of his visit Monday, Pence told Israeli lawmakers the United States would open its embassy in Jerusalem in 2019 -- becoming the first foreign nation to open an embassy in the city in almost four decades.
"Let me say that President Trump's decision to recognize Jerusalem as Israel's capital, we hope, is the clearest sign yet of the unwavering commitment of the United States of America to Israel," Pence said.