The Swami next made for Rameswaram, to the north. Going on foot, he stopped on the way at Madurai, where he met the Raja of Ramnad, Bhaskara Setupati, to whom he had a letter of introduction. This devout Prince, one of the most enlightened of Indian rulers, became an admirer and disciple of the Swami. To him the Swami expressed many of his ideas about the education of the poor, the improvement of agriculture, and about the problems and potentialities of India. The Raja persistently urged the Swami to go to the coming Parlia-ment of Religions at Chicago, saying that that would be a most favourable opportunity for drawing the attention of the world to Indian spiritual thought, and also for laying the foundation of his future work in India. The Raja encouraged him and promised to help. Being eager to visit Rameswaram, the Swami took his leave, telling the Raja that he would let him know his decision about going to America in the near future.

Rameswaram is immortalized in the Ramayana. From Dhanushkodi, just close to it, Hanuman and his army bridged the strait between India and Lanka (now Sri Lanka), where Sita was held captive by Ravana. After Rama had recovered Sita, and on his return to the mainland, he is said to have set up with due ceremony a Shiva-lingam at Rameswaram. It is around this symbol of Shiva that the great temple of Rameswaram is built; and to it pilgrimage is made from all parts of India. The Rajas of Ramnad have from ancient times had dominion over Rameswaram and Dhanushkodi. To this fact they owe the title "Setupati", or Lord of the Bridge; meaning that they control the approach to Rama's bridge, or more correctly, causeway, which, as mentioned, extended from Dhanushkodi to Lanka.

The pilgrimage to Rameswaram was the fulfillment of a cherished desire of the Swami. It was also the completion of his pilgrim journey through India, or, as we might say, of his pilgrimage to India herself. He had gone up into the Himalayas; had gone west to Dwarka; and now had come to Rameswaram, the southern of the four Dhamas, (sacred places at the four "corners" of India). He had not in fact reached Badrinath in the far north; and though he had started out east of Puri, he had not gone there: but what he had not traversed physically he had traversed in spirit by his self identification with the past and present conditions of India and her people, and by his self surrender to the cause of her future progress.