Rasmussen's office said he'd spend Thursday and Friday in Greece, which is hosting an informal meeting of defense ministers from the European Union.
Greece holds the rotating presidency of the European Union. The secretary-general said he'd meet with Greek Prime Minister Antonis Samara during his visit.
When the country took over the presidency of the EU in January, Greek Justice Minister Charalampos Athanasiou said the government would respect human dignity, freedom, democracy, equality and the rule of law.
Athens said, however, there's not enough time during the six-month term to enact sweeping changes to European laws.
Rasmussen's statement made no reference to the recent thaw in relations between Greek and Turkish Cypriots. Both sides recently agreed to work toward a resolution to a crisis that erupted in the 1970s.
Cyprus has been divided into a Republic of Cyprus and the Turkish-occupied north since 1974. Turkey doesn't recognize the Republic of Cyprus, a member of the European Union.