Barack Obama is due to hold talks in the capital Tallinn with the presidents of Estonia, Latvia and Lithuania.
Correspondents say the three states, which joined NATO in 2004, are worried about Russia’s intervention in Ukraine.
Later in the week Barack Obama will attend a NATO summit that is expected to back plans for a rapid-response force that could be dispatched within 48 hours.
NATO recently announced plans to set up the force to protect Eastern European members against possible Russian aggression.
Russia reacted by saying it would alter its military doctrine to reflect “NATO infrastructure getting closer to Russian borders”.
Meanwhile Russian news agency Rossiya Segodnya announced that one of its photojournalists Andrei Stenin, missing since August 5, has been killed in eastern Ukraine. Russian officials say his remains were identified in a car that came under attack while following a refugee convoy.
The rapid-response force and other security measures will be discussed at a two-day NATO summit in Wales, which begins on September 4.
Barack Obama arrived in Tallinn early on Wednesday. He will later meet Estonian President Toomas Hendrik Ilves, Lithuania’s Dalia Grybauskaite and Latvia’s Andris Berzins.
According to the White House, Barack Obama would use his trip to Estonia, where about 25% are ethnic Russians, to make it clear that it is “not OK for large countries to flagrantly violate the territorial integrity of their smaller neighbors”.
Pro-Russian rebels have been fighting Ukrainian forces since April. Separatists in the eastern regions of Donetsk and Luhansk declared independence after Russia annexed Crimea from Ukraine.
Since the violence erupted, some 2,600 people have been killed and thousands more wounded.
On September 2, the UN said the conflict had forced more than a million people from their homes in eastern Ukraine.
Ukraine’s army has seen several losses in recent days after rebels launched offensives in both the Luhansk and Donetsk regions, and further south around the port of Mariupol.
Russia has denied accusations by the West and the Ukrainian government that it is sending troops and military equipment over the border to support the separatists.
Meanwhile, Ukrainian forces have accused the rebels of violating a humanitarian deal reached by the two sides. They say the separatists killed as many as 100 Ukrainian troops who were evacuating the town of Ilovaysk via an agreed corridor at the weekend, but the rebels deny this.
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