Insulza sais he will not talk to members of the military-backed interim government as his organisation does not recognise it.
"We are not going to Honduras to negotiate, we are going to Honduras to ask them to change what they have been doing now, and find ways in which we can return to normalcy," he said before heading to Honduras.
The interim government has resisted calls to restore Zelaya as president, but has sent mixed messages about using the ballot box to resolve the crisis.
Roberto Micheletti, the interim president, said on Thursday that he had "no objection" to bringing forward November presidential elections.
But when pressed for details, Micheletti told Al Jazeera that congress would have to decide on the early polls and Zelaya could not sit in the president's seat again because it would go against Honduran law.
Zelaya, meanwhile, has vowed to return to Honduras on Saturday, despite warnings he will be arrested.
He has said it was the responsibility of the international community to ensure he was reinstated.
At a news conference in Panama City, Zelaya urged his supporters to keep demonstrating.
"I call on the people to keep up the banners. The street is ours. They've taken the institutions away from us, but the street belongs to the people," he said.
Thousands of Zelaya supporters on Thursday staged their largest demonstration since Sunday's coup when they marched from a military base to a UN office.
Police used tear gas to disperse demonstrators, but there were no reports of injuries or arrests.
An equal number of Micheletti backers marched in San Pedro Sula, the country's second largest city.