Rubio will join two days of talks among NATO foreign ministers in Brussels, a preparation for a June leaders' summit in The Hague.
The new US administration has quickly shown itself ideologically at odds with much of Europe. Vice President JD Vance made the Trump team's European debut in February by calling on Germany to stop shunning the far right.
Rubio will arrive hours after Trump is set to implement sweeping tariffs, part of an effort to remake the global economic order and shatter decades of efforts toward freer trade.
Most European allies are expected to respond quickly and strongly, leading to fears of a global trade war with an epicentre in a divided Western bloc.
"The president rightfully states that the state of global trade is completely unfair to America," Rubio said in a Fox News Radio interview in March.
"So I get why all these countries are unhappy, because they got a great deal going on and they want to keep it going."
Other than Canada, which Trump has mocked as the 51st US state, perhaps no ally has come under as much fire as Denmark.
Trump covets its Arctic territory Greenland, which is resource rich and strategically located.
Vance flew last week to an American space base there and said: "Our message to Denmark is very simple: You have not done a good job by the people of Greenland."
Foreign Minister Lars Lokke Rasmussen, who hopes to meet Rubio in Brussels, said that Denmark did "not appreciate the tone" of Vance.
"This is not how you speak to your close allies, and I still consider Denmark and the United States to be close allies," Rasmussen said on X after Vance's trip.
- Swings on Ukraine -
The talks come a month after Trump stunned Europeans by dressing down Ukrainian President Volodymyr Zelensky in a White House meeting, with Vance calling him ungrateful for the billions of dollars of US weapons sent to repel a Russian invasion.
The White House showdown prompted European allies to reconsider US commitments to the continent as never before.
Germany changed its constitution to ramp up defense spending and France redoubled calls for European-led collective defense.
Since then, however, diplomacy has shifted, with Rubio meeting senior Ukrainian officials who backed a US-led proposal of a 30-day ceasefire.
Putin rejected the truce proposal and instead has stepped up calls to remove Zelensky in Ukraine. Trump told NBC News on Sunday he was "pissed off" with Putin and threatened, if Russia does not come around, tariffs on firms dealing with Russian oil.
Rubio is expected to hear calls in Brussels from Eastern European nations that want the United States to push forward on sanctions against Russia unless it budges.
The Trump administration has sought to reprioritize US defense strategy to focus on China, as tensions rise over Taiwan, and to let Europeans handle more of their own security.
The sentiment was laid bare in a text exchange on US strikes on Yemen, to which a journalist of The Atlantic was inadvertently added. Defense Secretary Pete Hegseth, backing up assertions to Vance, described "European freeloading" as "PATHETIC."
Ahead of the summit in The Hague, Trump is pushing NATO members to show their commitment by raising defense expenditure to five percent of GDP -- more than any, including the United States, now spends.
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