Dawa Dhondup, 30, was marching with hundreds of Tibetan exiles through the streets of Dharmsala, the home of Tibet's government-in-exile, when he consumed and poured gasoline over himself, police constable Sanjeev Kumar said. Police stopped him from setting himself on fire and took him to a hospital.
Every year, Tibetan exiles in India mark the anniversary of the failed March 10, 1959, uprising with speeches and marches.
China maintains that Tibet has been part of its territory for centuries, but many Tibetans say the region was functionally independent for much of its history.
More than 100 self-immolations have been reported in Tibetan areas of the Chinese provinces of Sichuan, Qinghai and Gansu since 2009, with the protesters calling for the return of the Dalai Lama, the Tibetans' spiritual leader.
A Tibetan exile in Nepal self-immolated last month, and another did so last year in New Delhi, India's capital.
Beijing has accused the Dalai Lama of inciting the self-immolations, a charge the religious leader denies.
The Dalai Lama also denies China's charge that he is pushing for Tibet's independence, saying that he only wants China to grant Tibetans cultural and religious freedoms.
He has been living in the northern Indian town of Dharmsala since he fled Tibet 50 years ago when Chinese troops marched in.
"We dedicate this day to all the self-immolators and those who have died for Tibet," Lobsang Sangay, the prime minister of the government-in-exile, told a gathering of hundreds of exiles in Dharmsala on Sunday.
Sangay said the "repression" in Tibet was driving Tibetans to the self-immolations.
Hundreds of Tibetan exiles also gathered in New Delhi to protest against Chinese repression. Many wore T-shirts with images of the Dalai Lama, while others carried Tibetan flags.
In the Belgian capital of Brussels, nearly 5,000 Tibetans from around Europe marched to press the European Union to help with the Tibet issue, urging the EU to appoint a fact-finding mission and open a dialogue with Beijing.
"Don't wait. As quick as possible we need you to support us very, very urgently," said Kasang Lhanmo, a Briton who was born in Tibet.
Another British Tibetan, Ztenzin Dsunsel, described the marchers as "the voice of the Tibetan people who have died."
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