Sen. Hubert H. Humphrey's death was mourned around the world yesterday.

British Prime Minister James Callaghan, in a message of condolence sent to President Carter, said the former vice president's "loss is felt by us all. He set an example in the way he carried his convictions with such shining courage.

"He had a deep faith in his fellow men and women and a never-ending concern for the poor and under-privileged," Callaghan said, adding that it was an honor for him to have known and to have worked with the Minnesota Democrat.

"The British people extend their deepest sympathy," Callaghan concluded.

Japanese Prime Minister Takeo Fukuda praised Sen. Humphrey as "a man of dedication to the cause of world peace and welfare of men." In a cable of condolence sent to the senator's widow, Muriel, Fukuda said Mr. Humphrey's death was a "source of deep sorrow for millions of people of the world."

In Tokyo, former Prime Minister Takeo Miki announced that the Japanese government will donate $1 million to the Humphrey Center at the University of Minnesota. Miki praised Mr. Humphrey for "distinguished service" to U.S.-Japanese relations.

In Jerusalem, Prime Minister Menahem Begin eulogized Sen. Humphrey as "unforgettable, one of the greatest friends of the nation of Israel and the Jewish people."

Former Prime Minister Golda Meir said that "when it came to Israel, there was no more faithful friend" than Mr. Humphrey.

In Bonn, West German Foreign Minister Hans-Dietrich Genscher said that the late senator's great services to the United States and to the free world would never be forgotten. In a telegram to Mrs. Humphrey, Genscher singled out for special mention Sen. Humphrey's efforts on behalf of freedom in West Berlin.

Swedish Premier Thorbjorn Falldin said the Mr. Humphrey "championed far-sighted economic and social policies, in many ways getting his inspiration from Europe and not least Scandinavia . . . From him we could always count on sympathy and understanding. We saw in him a good friend."

In Moscow, Tass. the official government news agency, criticized Mr. Humphrey's support of "the agressive American policy in Vietnam." But, Tass said, "in the course of the last few years, Hubert Humphrey showed himself to be a reasonable politician who understood the danger of the arms race and who spoke out in favor of international detente."