Stockwell station was closed for about 10 minutes for the visit, and the party entered through side doors after a crowd of media and onlookers gathered at the public entrance.
A shrine to Mr de Menezes, featuring pictures, flowers and newspaper cuttings about the shooting, still stands outside the station.
The tour later took in locations involved in the police operation surrounding the killing of Mr de Menezes, including New Scotland Yard, a building in Leman Street, east London, and Nightingale Lane police station, south-west London.
At Scotia Road, Tulse Hill, police cordoned off the street to allow the inquest group to leave the coaches and look around outside Mr de Menezes' former home.
Members of the Brazilian's family pointed at the second-floor windows where he had lived.
The group was then driven along the route Mr de Menezes walked to catch a bus on the day he died, before retracing the route the bus took to Stockwell station.
Jury members arrive at Stockwell tube station
The inquest was later adjourned until Wednesday.
On Monday - the first day of the 12-week inquest into Mr de Menezes' death - jurors were told firearms officers made a split-second decision to kill him.
Sir Michael said the two officers were "convinced" Mr de Menezes was about to detonate a device on the Tube.
The two firearms officers - identified only as Charlie Two and Charlie 12 - will give evidence in public for the first time later in the inquest.
The jury will consider whether or not Mr de Menezes was unlawfully killed.
Some of Mr de Menezes' relatives have campaigned for police officers involved in the shooting to be prosecuted.
There have been five inquiries relating to the death and its aftermath, including a criminal trial.
In 2007, an Old Bailey jury found the Metropolitan Police guilty of breaching health and safety laws, after hearing about the events leading up to Mr de Menezes being shot.
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