President Gitanas Nauseda said he was "saddened and shocked by the tragic death" of Abe.
"It is a big loss for Japan and the democratic world," the president tweeted. "Abe-san was a great leader and a true advocate of democracy."
"My heartfelt condolences to his family, loved ones and all people of Japan," he added.
Viktorija Cmilyte-Nielsen, the speaker of the parliament, also said she was "shocked and saddened by the horrible assassination" of the former prime minister.
"My sincere condolences to his family, friends, colleagues and the people of Japan," she tweeted.
Prime Minister Ingrida Simonyte said in a tweet that Abe had been "a true leader whose legacy will live for many years to come".
Foreign Minister Gabrielius Landsbergis said he was "profoundly shocked by the appalling fatal attack on the former Prime Minister and long-time friend of Lithuania".
"Sending our deepest sympathies to all the people of #Japan," he tweeted. "May his legacy of democracy and free and open Indo-Pacific live on."
Abe was pronounced dead on Friday after he was shot at a campaign event in the western region of Nara.
Abe, Japan's longest-serving prime minister, held office in 2006 and again from 2012 to 2020, when he was forced to step down due to ulcerative colitis, a debilitating intestinal condition.