To apply for a PM MUDRA Loan, several documents are required. These include a valid photo identity proof, such as a passport or driver's licence, and a current address proof, like a utility bill or rental agreement. Additionally, proof of income in the form of the latest Income Tax Return and financial documents is necessary. A bank statement from the last six months is also required. Other documents include the loan application form, ownership proof of residence or office, proof of business continuity, and trade references. These documents are essential to assess the eligibility and creditworthiness of the applicant for the MUDRA Loan.