This four-day discourse was organized on the request of a group of Taiwanese nationals.
Among the topics on which the Dalai Lama spoke were the Fundamental Wisdom Treatise on the Middle Way (Uma Tsawai Sherab) by Nagarjuna, Atisha's Lama for the Path to Enlightenment (Jangchup Lamdron), In Praise of Dependent Origination (Tendrel Toepa) by Tsongkhapa and Concise Stages for the Path to Enlightenment (Lamrim Dudon) by Tsongkhapa.
The Dalai Lama also spoke about the ways and means to remove negative human afflictions and to cultivate positive motivation to serve the well being of others.
His discourses were translated into English, Chinese, Japanese, Korean and Vietnamese.
Around 5000 participants from 57 countries attended the sermon.
"Everyone is so happy because His Holiness gives us very intelligent and very deep teachings about our lives and Buddhism," said Daria, a participant from Taiwan.
The participants said they were delighted to have an audience with the Dalai Lama.
"I found it more complicated than I expected and I think he is a very high level, he is very intelligent, very knowledgeable and I think we should study more," said Vinessa, a participant from New Zealand.
Over the last couple of years, the Dalai Lama has been delivering sermons in India at the request of various Buddhist devotees from Taiwan and Korea.
An estimated 80,000 Tibetans arrived in India along with the Dalai Lama after an abortive uprising against the Chinese rule in 1959 and over the years their numbers have swelled.