The Copts, who had travelled to Libya for work, were kidnapped and executed by Islamic State militants in February, provoking Egyptian air strikes on IS targets in the strife-torn country.
During his one-day visit, Archbishop Welby was to meet President Abdel Fattah al-Sisi, Sheikh Ahmed al-Tayeb, grand imam of Al-Azhar, the highest authority in Sunni Islam, and Coptic Pope Tawadros II, officials said.
"He is here to offer condolences" over the killings of the Copts, a church official said.
In his sermons and speeches, Archbishop Welby has called for greater support for Christians in the Middle East and Africa.
He has also backed military action against IS jihadists in Iraq, warning that the group represents an "extraordinary, once in a millennium threat".
