Speaking to reporters at Nairobi airport, he described his first trip to the troubled west African country since being appointed by the AU as "a peace mission to protect democracy and the voice of the people of Ivory Coast."
Odinga, who was first headed to Nigeria, is due to hold talks to find a peaceful solution to the standoff that has brought Ivory Coast back to the brink of civil war after a disputed November 28 presidential election.
Incumbent Laurent Gbagbo declared himself winner but the international community has recognized his rival Alassane Ouattara, who came out on top in results announced by the electoral commission.
"Mr Odinga left the country this morning for Abuja, Nigeria, where he will hold talks with . . . (Nigerian President) Goodluck Jonathan, who is also the Chairman of the Economic Community of West African States (ECOWAS) on the situation in Ivory Coast," a statement from his office said.
"Tomorrow, Mr Odinga will join the presidents of Benin, Sierra Leone and Cape Verde, who have been delegated by ECOWAS to travel to the Ivory Coast with a message from the bloc for incumbent president Laurent Gbagbo," it said.
The trio of presidents have so far failed to convince Gbagbo, who let a new Year deadline set by Ouattara for him to step down pass unheeded and remained defiant in the face of international criticism.
According to a Nigerian defence spokesman, West African regional military chiefs have set in motion plans to oust the strongman if negotiations by regional mediators fail.