Before heading to the Middle East, Wen was in Nepal Saturday, meeting with Prime Minister Baburam Bhattarai in Kathmandu, Xinhua reported.
During his visit in Kathmandu, the Chinese premier pledged to give Nepal monetary aid for economic and social development.
"I am coming here with the Chinese people's friendship toward the Nepalese people and their aspiration to promote the mutually beneficial cooperation between the two countries," Wen said.
The New York Times reported it is unclear what topics will be discussed by the Chinese premier and the leaders of the Middle East countries, but the subject of Iran is a likely to come up.
Iran and China have a longstanding relationship, with Iran providing China a generous supply of oil and receiving a profitable trade relationship in return. China has been a powerful defender of Iran in the United Nations and other diplomatic circles.
Recently, China has refused to join U.S.-led oil sanctions against Iran, which the United States accused of seeking nuclear weapon capabilities. China has lobbied for continued discussion with Iran on the scope of the country's nuclear program.
"To maintain positive relations with the United States is essential -- indeed, a key for China's macro long-term development drive. And that drive is essential to the regime's survival and to social stability," said John Garver, an expert on Chinese-Iranian issues at Georgia Tech's Sam Nunn School of International Affairs.
"If it was a question of Chinese firms being excluded from American markets, of China becoming an issue in the American presidential election and a souring of American public opinion on China, then they would have to consider their options," he said.