While the Indian government backs the visit, the European parliament and European Union hierarchy has not been involved, raising some diplomatic doubts.
Several European embassies in New Delhi were unaware of the visit until Monday.
The IOK has been in the international spotlight since the New Delhi government's illegal move in the Himalayan region.
"The delegation of MEPs is not on an official visit in India and came here at the invitation of a non-government group," said an EU official in India, speaking on condition of anonymity.
India denies US senator permission to visit occupied Kashmir
"We are not organising any of their meetings."
The group is dominated by right-wing deputies from Poland, France and Britain. They met India's Prime Minister Narendra Modi on Monday.
They are due to go to IOK on Tuesday and return on Wednesday from the visit which the Indian government said aims to give deputies "a better understanding of the cultural and religious diversity of the region of Jammu, Kashmir and Ladakh".
Earlier this month, a high-level US congressional delegation including US Senator Chris Van Hollen visited Muzaffarabad in Azad Jammu and Kashmir but was denied permission by the Indian government to visit the IOK.
Fearing unrest, the government cut telephone and internet lines and imposed a curfew in many parts after the decades-old autonomy was ended.
Thierry Mariani, a Euro MP for France's far-right National Rally, told AFP "we are going to see the situation in Kashmir, at least what they want to show us."
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