Moon uploaded photos of him wearing the jackets in a Twitter posting, saying they "fit great".
"During my visit to India, I told Prime Minister Modi that what he was wearing looked great and he sent me some exactly my size. I thank him for his great kindness."
Moon made a state visit to India in July.
In the message, Moon also congratulated Modi on his selection as winner of this year's Seoul Peace Prize in recognition of his contribution to world peace through his economic vision.
Moon said he was impressed by the Korean language thank you message that Modi sent via Twitter after being selected as the prize winner.
(With inputs from agencies.)