Mr Modi's statement came on the International Women's Day and during an ongoing controversy over a government ban on broadcast of a documentary about the December 2012 gang-rape of a Delhi student.
India has seen widespread anger over sexual violence since the 2012 crime. Activists say sexual attacks targeting women and girls continue in India despite tougher anti-rape laws.
In his message, Mr Modi said he saluted the "indomitable courage and stellar achievements of women."
But he added, "Our heads hang in shame when we hear of instances of crime against women."
"We must walk shoulder-to-shoulder to end all forms of discrimination or injustice against women," Mr Modi said.
The Indian government is setting up centres to provide assistance, legal advice and psychological counselling to women who face violence or abuse. A helpline will also be started where victims can seek counselling and referral to services.
Modi said his government had also launched the Beti Bachao, Beti Padhao [Save the Daughter, Teach Her] campaign earlier this year to stop female feticide and ensure education of girl children.
India's Daughter, a documentary made by British film-maker Ms Leslee Udwin, which has already been broadcast on BBC, was to be telecast on Indian channel NDTV on International Women's Day.
The Indian government banned the film saying it contained offensive remarks about women by a convicted rapist as well as two defence lawyers who were interviewed in the documentary.
The BBC issued the documentary on Youtube, in the wake of the initial ban by the Indian authorities.