Musharraf's image, both in Pakistan and abroad, has taken a serious beating in recent months.
His foreign visit is seen as an attempt to repair the damage and impress the West that he remains committed to democracy and human rights.
Musharraf met Javier Solana, the EU foreign policy chief in Brussels.
He also held talks with Jaap de Hoop Scheffer, Nato's secretary-general, and addressed the European parliament's foreign affairs committee.
He held trade and defence co-operation discussions earlier with Guy Verhofstadt, Belgium's prime minister.
Musharraf's foreign visit comes at a time when serious questions are also being raised over Pakistan's future as a functioning state.
A surge of attacks by al-Qaeda-linked groups based on the Afghan border has raised concerns about the country's stability.
Fears for nuclear-armed Pakistan's stability were emphasised by the assassination of Benazir Bhutto, a former prime minister, in a bomb and gun attack on December 27.
Musharraf's own re-election as the president has raised serious ethical issues, after he sacked the top judiciary and replaced them with pliable judges.
European leaders are expected to tell Musharraf, a former chief of military who seized power in a 1999 coup, that he must do more to promote democracy and curb the activity of fighters.
The parliamentary election on February 18 is meant to complete a transition to civilian rule, but opposition parties in Pakistan have expressed fears that the electoral process will not be transparent.
Before Musharraf arrived in Europe, Tanvir Ahmed Khan, Pakistan's former foreign secretary, said he expected the visiting president to seek to impress on Europeans that he was Pakistan's best hope for stability.
Khan said: "He's trying to establish his credentials with the key Western powers with the same old message: that he's indispensable, they don't have a better friend than him, without him the 'war on terror' would unravel and Pakistan's economic progress would collapse."
After his meetings in Belgium, Musharraf will go on to Paris to meet Nicolas Sarkozy, the French president.
He is also scehduled to attend the World Economic Forum in Switzerland before talks in London with Gordon Brown, Britain's prime minister.