The visit is probably aimed at sending another message of US solidarity to the Baltic countries and a signal to Russia that Washington is serious about its defense commitments.
It will be the second such four-way meeting between the US vice president and the three Baltic presidents. The first one took place in Munich last February.
Donald Trump sparked anxiety in Eastern European countries last year when he said during his presidential election campaign that he would seek to improve relations with Russia and called NATO "outdated". The US president did not publicly endorse NATO's collective defense clause during his recent visit to Brussels.
However, diplomats note that visits by the new administration's officials to the region have recently become particularly frequent. US Secretary of Defense James Mattis came to Lithuania in May and House of Representatives Speaker Paul Ryan visited Estonia in April.
The Baltic president will have an opportunity to meet with Trump in Poland in early July.
Following his visit to Estonia, Pence will travel to Georgia and Montenegro. His tour will take place on July 31 to August 2.