In a pre-departure speech, Tsai acknowledged support from Eswatini in the face of "many international challenges such as the expansion of authoritarianism" in recent years.
"Eswatini has always stood up to firmly support Taiwan, giving us confidence and strength," she said at the airport.
"Taiwan will not stop its steps going global and will continue to move forward more firmly and confidently to let the world see Taiwan as a steady force for good."
Tsai will attend celebrations marking the African nation's independence day on her second visit to Eswatini since taking office in 2016.
She will also hold a meeting with the king, and visit a local hospital and Taiwan-sponsored projects before returning to Taipei on September 8, according to her office.
Africa's last absolute monarchy, Eswatini, formerly known as Swaziland, is among only 13 countries that officially recognise Taiwan over China, which claims the self-ruled island as its own territory.
It is Taiwan's last diplomatic ally in Africa, after Burkina Faso ditched Taipei in favour of Beijing in 2018.
China has poached nine of Taiwan's diplomatic allies and ramped up military pressure as relations have worsened since Tsai came to power.
In April, it conducted military exercises to simulate the encirclement of the island after Tsai met US House Speaker Kevin McCarthy in California.
On the day Tsai's African visit was announced last month, Taiwan's defence ministry said it had detected 22 Chinese warplanes around the island on a "joint combat patrol" with five warships.
Beijing also staged military drills last month after Taiwanese Vice President Lai Ching-te returned from a visit to Paraguay with two US stopovers, and banned mango imports from the island.
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