Nineteen out of 30 Sensex stocks finished the session in the red.
Domestic stock markets closed lower on Wednesday, dragged by consumer goods and IT stocks.
The SP BSE Sensex declined 109.79 points, or 0.30 per cent, to end at 36,542.27.
The NSE's Nifty50 index dropped 13.65 points or 0.12 per cent to settle at 11,053.80.
Investors booked profits as caution set in ahead of the expiry of September derivative contracts on Thursday.
The rupee rose marginally against the US dollar.
Analysts will watch outcome of the Federal Reserve's policy meet due later in the day.