The president's team of female bodyguards was put to its first international test in 15 years on Tuesday as crowds of supporters and demonstrators swirled around the entrance to Brussels' EU district.
The trip comes days after US President George Bush's announcement that Washington was easing nearly two decades of economic sanctions on the oil-rich country.
On the agenda will be the arms embargo that remains in force against Libya and boosting Tripoli's security agreements with the EU.
Libya remains the only Mediterranean country that has no formal relationship with the EU. After talks with Prodi and other European commissioners, al-Qadhafi is due to meet Belgian Prime Minister Guy Verhofstadt.
Brussels is under pressure to lift its arms embargo on Libya, with Italy in particular pressing for the bloc to offer more help to the north African country in the fight against illegal immigration.
Rome wants to be able to sell the country equipment such as helicopters, radar and night-vision goggles.
But Germany is reportedly holding out against lifting the embargo.
Berlin is still waiting for Tripoli to compensate victims of an anti-US attack on a Berlin discotheque in 1986 which left three people dead and 260 injured.
Irish European Affairs Minister Dick Roche - whose country holds the rotating EU presidency - said he hoped for a resolution to the Berlin attack.
But Roche is also following up on the fate of six Bulgarians and a Palestinian jailed in Libya for allegedly giving AIDS-tainted blood to Libyan children.