Afzal Guru had written a letter to his wife Tabassum hours before he was executed on Saturday morning in the high-security Tihar jail.
"He penned a letter to his wife before he was taken to the gallows," a top official of the jail said.
He said the letter, posted on Saturday, was written in Urdu but the jail authorities did not know about its contents.
Guru, a medical college dropout and a resident of Sopore in north Kashmir, was executed at 8 am on Saturday.
He was buried inside the prison premises.
On death row for over 10 years after conviction for his role in aiding and abetting the attack, a special court had sentenced Guru to death in December 2002.
Guru was found guilty of conspiring and sheltering the militants who attacked Parliament on December 13, 2001, in which nine people were killed.
The mercy plea of Guru was rejected by President Pranab Mukherjee on February 3.