Wen who has toured the old continent several times in the past will travel to Iceland, Sweden, Poland and Germany from April 20 to 27, China's foreign ministry announced.
He will attend the opening ceremony of the Hanover industrial fair, the ministry said, but gave few other details of his itinerary.
Wen will hold talks with leaders of each country, meet business people and deliver speeches outlining China's opening up policy and suggestions to promote bilateral and China-EU trade cooperation, it said.
Europe China's top export market has been hit by a severe debt crisis that has seen a wave of credit-rating downgrades and brought Greece to the brink of bankruptcy, sparking concern across the world.
Chinese investment in debt-stricken eurozone countries, meanwhile, has risen and caused concern, although Wen earlier this year sought to allay these fears, saying Beijing had neither the ability nor the intention to "buy Europe."
China has also said it is considering getting more involved in a bailout of struggling eurozone economies.