The Lithuanian president will spend most of her visit, which is scheduled to last through Sunday, in Pyeongchang, but she will also travel to Seoul to meet with her South Korean counterpart Moon Jae-in, her office told BNS.
The program of Grybauskaite's visit to Pyeongchang includes a meeting with Samsung officials.
The Winter Olympic Games will open on Feb. 9 and will run until Feb. 25.
Lithuania is sending a nine-strong team to Pyeongchang, including four biathlonists, three cross-country skiers and two alpine skiers.
This year's Olympic Winter Games will bring together around 3,000 from 95 countries. A total of 102 medal events across 15 sports will be contested in Pyeongchang.