The visit comes after intense criticism of how X, formerly Twitter, tackles antisemitic posts and just weeks after Mr Musk apologised for endorsing an antisemitic conspiracy theory.
Prominent Jewish leaders called for Mr Musk to see for himself one of the most symbolic sites of the Holocaust.
Later he will address online antisemitism at a conference hosted by the European Jewish Association (EJA).
Nazi Germany murdered at least 1.1 million people in the Auschwitz death camp in occupied Poland during World War Two. Almost one million were Jews. The museum notes more than 200,000 were children and young people.
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