The area has seen clashes between Buddhists and Muslims, leaving 21 dead and hundreds of homes torched over the past week.
Vijay Nambiar, UN chief Ban Ki-moon's special adviser on Burma, arrived just two days after the UN announced that it was moving some staff out of the area.
Meanwhile, reports say that unrest continues in the state.
According to state media, 21 people have been killed since Friday, but one report puts the number of dead at 25.
Mr Nambiar is accompanied by Muslim religious leaders from Rangoon and Burma's Border Affairs Minister General Thein Htay, an AFP news agency report said.
"We're here to observe and assess how we can continue to provide support to Rakhine," Ashok Nigam, UN resident and humanitarian co-ordinator told AFP.
On Monday, the UN released a statement saying it had decided "to temporarily relocate, on a voluntary basis, non-essential international and national" UN staff, affiliated organisations and their families.
Background: Burma unrest
What sparked the latest violence?
The rape and murder of a young Buddhist woman in Rakhine in May set off a chain of deadly sectarian clashes.
Why has a state of emergency been declared and what does it mean?
A state of emergency allows the introduction of martial law, which means the military can take over administrative control of the region.
Who are the Rohingyas?
The United Nations describes Rohingya as a persecuted religious and linguistic minority from western Burma. The Burmese government, on the other hand, says they are relatively recent migrants from the Indian sub-continent.
Is there a risk this might escalate further?
On Wednesday, Bangladeshi border guards said they had turned back at least 140 refugees who arrived by boat in the south-eastern town of Teknaf.
On Tuesday, three boats carrying refugees were turned back, reports say. Officials say they had earlier turned away another 11 boats.
Reports on the number of Muslim Rohingya refugees fleeing to neighbouring Bangladesh vary, but as many as 1,500 are said to have been turned back in recent days.
One man reportedly died in a hospital in Chittagong after he was allegedly shot by Burma forces while fleeing.
Human Rights Watch and the UN Refugee Agency have appealed to Dhaka to keep its border open and provide humanitarian aid. However, Bangladesh Foreign Minister Dipu Moni has said it is not in the country's interest to accept new refugees.
An estimated 300,000 Rohingya refugees are already living in Bangladesh.
State of emergency
The recent violence in Rakhine state flared after the murder of a Buddhist woman last month, followed by an attack on a bus carrying Muslims.
According to reports, it began on Friday in the town of Maung Daw, spreading to state capital Sittwe and neighbouring villages. President Thein Sein declared a state of emergency there late on Sunday night.
Rakhine state is named after the ethnic Rakhine Buddhist majority, but also has a sizeable Muslim population, including the Rohingyas.
The Rohingyas are a Muslim group and are stateless, as Burma considers them to be illegal immigrants from Bangladesh. Bangladesh says it is too poor to help them and wants them repatriated.
Activists have criticised Burma's government for imposing a state of emergency, which paves the way for troops to take control of the western state.
The pressure group Human Rights Watch has accused the Burmese government of, in effect, handing over control of Rakhine state to the military, which it says has a history of brutality against both Buddhists and Muslims.
Activists have asked that journalists, aid workers and diplomats be allowed into the area.
A nominally civilian government was elected in Burma in 2010 and, in April this year, opposition politicians led by Aung San Suu Kyi entered Burma's parliament following historic by-elections.
However, the government is still dominated by the military and concerns over political repression and human rights abuses continue.