On Monday Pinheiro spent at least two hours in Insein jail, a facility that has held scores of political prisoners in recent years.
Former inmates have described torture, poor conditions and long stretches in solitary confinement during their time in the jail.
The UN has given no details of the visit.
"Until the generals' military hardware is crumbled, they won't listen to anyone"
Oomlwin, Yangon, Myanmar
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Also on Monday Pinheiro visited a Buddhist monastery raided by troops during September's crackdown on anti-government protests.
Pinheiro also met with officials at the Religious Affairs Ministry and the Home Affairs Ministry where he discussed his proposed visits to prisons.
A proposed itinerary was given to Myanmar's military rulers before the visit began on Sunday, but it was still being "fine-tuned," said Aye Win, the UN spokesman in Myanmar.
Pinheiro has a history of difficult relations with Myanmar's ruling generals and has not visited the country in four years.
He abruptly cut short a visit in March 2003 after finding a listening device in a prison room where he was interviewing political detainees.
He has been barred from the country since November 2003.