He was speaking while participating in a protest here on Kashmir where political leaders continue to be under detention since August 5, when J&K's special status was abolished.
"It is a conducted tour, I don't have any objection to the European Union Delegation visiting Jammu and Kashmir. The objection is that MPs of this country are not being allowed to visit," the former Union Minister said.
He recalled that he has been denied permission thrice to visit the state and once with all-party delegation of which Rahul Gandhi was also a part.
Every time, he was sent back from the airport, the Congress leader said, adding "Finally, I was allowed to visit the Valley after Supreme Court's intervention."
While Azad was mild in his comments, his party and colleagues have lashed out at the Modi government for allowing Members of the European Parliament to visit Kashmir.
A tweet by the Congress party's official handle said: "Is this the nationalism BJP propagates? Allowing foreign intervention & "assessment" in internal matters, while banning Indian lawmakers from travelling freely?"
Rahul Gandhi on Monday tweeted: "MPs from Europe are welcome to go on a guided tour of Jammu & #Kashmir while Indian MPs are banned & denied entry. There is something very wrong with that."
Former Union Minister Anand Sharma, who heads the Congress' Foreign Affairs cell said on Monday, "Government rolling out the red carpet to EU MPs to briefing them and inviting them to visit Jammu and Kashmir is a disrespect to the sovereignty of the Indian Parliament and the violation of the privileges of Indian MPs."
He added, "When leaders of Opposition and Members of Parliament went to Srinagar, they were detained and not allowed to meet any individual or community organizations."
"This stand of the government is self-defeating and contradicts our consistent position that J&K is India's internal matter. Is this the new version of Indian nationalism?"
( With inputs from IANS )