Dhankhar, who drove to the state Assembly in the morning, stood for quite some time outside the locked gate number three, which is used for the entry of the Governor and other VVIPs.
He interacted with the media there, before taking a separate gate to go inside the premises.
"The gate meant for the Governor as also other VVIPs was closed. I felt bad. But I went inside through a gate that was open. I found inside a deathly silence," said the Governor after coming out.
His visit followed the unprecedented decision of Speaker Biman Banerjee on Tuesday to adjourn the House for two days, saying Bills scheduled to be placed before the members were yet to get the green signal from Dhankhar.
In a hard-hitting response soon after the Speaker's announcement, the Raj Bhavan denied any delay and said the bills were pending on account of "lack of input or response" from the respective departments.
The Governor had then intimated to the Speaker that he would be visiting the Assembly on Thursday. However, neither the Speaker, nor the Assembly Secretary or Special Secretary or any other senior functionaries were present to welcome the Governor.
"This is a very, very painful moment. My heart today is bleeding. How can this ever happen in a temple of democracy? I went through the entire building, saw a deathly silence, on a working day.
"Not a single soul of the assembly came to direct me or brief me, much less offer anything. This is a threat day for democracy. I have never seen anything of this kind anywhere in democratic functioning," Dhankhar said in a strong response.
Quoting a famous dialogue from the iconic Bollywood blockbuster Sholay, he said "I remembered 'Yahan itna sannata kyun hai bhai (Why is there so much silence, brother)?"
Dhankar said the happenings have "humiliated" democracy and the "people of the state", but asserted he would not be cowed down in upholding the spirit of the Indian Constitution.
He was sharply critical of the decision not to open gate number three.
"These are trends in democracy we need to curb. Democracy doesn't work in this fashion. This is a history which puts us to shame," he said, pointing out that according to the constitution, the Governor "is at the number one position in the legislature".
"We need to engage in soul searching and I would urge everyone, we need to make amends," he said.
Dhankhar said he would write to the Speaker that such turn of events should not have happened, as it was "not proper.. not in consonance with parliamentary practice... not befitting the office of the Governor. This is equally belittling the office of the Speaker".
Giving the sequence of events in the run up to his visit, Dhankhar said the Special Secretary, Raj Bhavan, on Wednesday received a call on his mobile from the mobile phone of the Secretary of the Assembly that Banerjee was "very happy" to learn that the Governor would be coming.
"And the Secretary conveyed that the honourable Speaker would like to have lunch with me. And there was also an invitation that my wife should also join for the lunch," he said.
However, things changed after about one and a half hours.
"The Secretary of the Assembly again called the Special Secretary, Raj Bhavan, saying that this (lunch) will not happen. .. And, something more was also told to him. That the Speaker has directed the Secretary and Special Secretary of the Assembly to be busy as well," said Dhankhar.
The Governor, a noted lawyer, said that the Assembly not being in session does not mean that it is closed.
Asked whether he felt insulted, Dhankhar said: "As Governor I don't have to feel insulted. I have to improve the system. My job is to play a constructive role."
Dhankhar said he on his part would have given the highest respect and observed protocol fully had somebody like Chief Minister Mamata Banerjee or the Speaker visited the Raj Bhavan.
On whether he was planning an outreach to the Chief Minister to clear out the discord between them, Dhankhar said: "I have done everything under the sun by writing letters, making telephone calls to the highest political executive that we must not engage in such kind of unseemly spectacle."
He alleged that half a dozen state ministers have been criticising him like "loose cannons day in and day out which does not befit the culture of Bengal".
The Governor also iterated the Chief Minister's narrative about him being a nominated functionary should end. "By saying this you are raising a question mark against the founding fathers of the Indian Constitution."
( With inputs from IANS )