Zardari's trip comes as relations between his civilian government and the country's powerful military remain at a standoff over a scandal relating to a memo that allegedly sought U.S. assistance to prevent a military coup in Pakistan.
The Press Trust of India news agency reported news of Zardari's departure was aired by Pakistani news channels although there was no immediate word about the visit from Zardari's office.
The report quoted sources as saying Zardari, along with several senior government officials, planned to attend a wedding in Dubai, where the president has a private residence.
It would be Zardari's second trip to Dubai since Dec. 6 when he underwent treatment for a heart condition. Since then there has been speculation that Zardari is under pressure from the military to leave office but he has insisted he has no plans to quit.
Zardari's government also has denied any involvement in the so-called memo scandal.
Pakistan's army chief Gen. Ashfaq Kayani and the head of the spy agency have asked the Supreme Court to investigate the scandal, and the court has appointed a three-judge commission to look into the issue.
Separately, Pakistani Prime Minister Syed Yousuf Raza Gilani, who has been threatened with dismissal by the Supreme Court if he doesn't reopen past corruption cases against Zardari, was quoted by the state television as saying democracy "is the destiny of Pakistan" and "all institutions would be working under the civil government."
In other developments, some reports said Pakistan's National Assembly was to meet later Thursday for a special announcement.
Pakistan's popular former cricket captain Imran Khan, who is gaining political status as head of the Pakistan Tehreek-e-Insaf party, told a news conference both Zardari and Gilani should resign and new elections called to resolve the current crisis.
On Wednesday, Gilani fired his defense secretary, retired Gen. Naeen Khalid Lodhi, who was known to be close to the army Chief General Kayani, further raising tensions between the military and his government. Gilani replaced Lodhi with Cabinet Secretary Nargis Sethi.
The New York Times said no civilian government in Pakistan has ever completed its term and the current government has lasted the longest. New elections must be held before 2013.