The 'Hung Up' hitmaker and Rocco, whose father is Madonna's former spouse Guy Ritchie, toured the country, which was left devastated by an earthquake three years ago.
The singer was there looking at the work done by the Haitian Relief Organisation, which is run by Penn.
The actor, who is an ambassador-at-large for Haiti, said Madonna had arrived a couple of days ago after he invited her to visit several times and he is hopeful her trip will raise awareness of the situation in the disaster-stricken nation.
While it is unclear how long she plans to stay, Madonna, who was married to Penn has been very busy on her visit, which she is documenting on photo-sharing website Instagram.
In one photo, she poses with a group, including her son, at the new hospital built by public health pioneer Paul Farmer and has captioned the image, "In the magnificent hospital Paul Farmer has built in Mirebalais! Revolution of Love in Haiti"
Madonna, who also has daughter Lourdes, 17, with ex-boyfriend Carlos Leon, and adopted kids David and Mercy, both eight - married Sean in 1985 and, after a tumultuous four years together, they divorced in 1989.
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