The visit is the first part of the president’s official first visit to Europe. The president will then fly to Finland, Austria, Belgium and Italy, officials said.
"It will be his first trip to Europe," a government official told AFP, asking not to be named.
Thein Sein has impressed the international community with a string of reforms since coming to power in early 2011, including welcoming long-detained opposition leader Aung San Suu Kyi into parliament and freeing hundreds of political prisoners.
The European Union responded last April by suspending all sanctions apartfrom an arms embargo against the former pariah state, while the United States has also dismantled many of its key trade and investment sanctions.
But concerns remain over an ongoing conflict in the northern state ofKachin and communal Buddhist-Muslim unrest in the western state of Rakhine.
Suu Kyi visited Norway as part of a landmark European tour last June thatwas seen as a key sign of change for Myanmar, where she had spent a total of 15 years under house arrest.
In Oslo the Nobel laureate was finally able to collect her peace prize inperson, after being awarded the honour in 1991. She had previously declined to leave the country for fear she would never be allowed to return.
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Signs of increasingly warm ties between Suu Kyi and Thein Sein, a formerjunta general, were apparent when the pair met in New York in September during historic separate visits to the United States.
Thein Sein will depart Monday evening and is due to return to Myanmar on March 8th.