Gilani referred to the regional security situation in a departure statement and reiterated his government's stance on supporting "Afghan-led and Afghan-owned initiatives for a stable Afghanistan".
The premier, who is accompanied by Foreign Minister Hina Rabbani Khar, Petroleum Minister Asim Hussain and Technical Education Minister Riaz Hussain Pirzada, will also discuss energy cooperation and trade initiatives with the Qatari leadership, officials said.
Cooperation between Islamabad and Kabul on the Afghan peace process stalled after the assassination last year of High Peace Council chief Burhanuddin Rabbani, which Afghan officials had blamed on elements based in Pakistan.
Pakistan sought to revive this cooperation when Foreign Minister Khar visited Kabul last week.
During the visit, Khar said Pakistan would encourage militant groups like the Haqqani network or the Taliban to lay down their arms if asked by Afghanistan.
At the same time, Pakistan has been making efforts to ensure it is not left out of any reconciliation process involving the Afghan Taliban as it wants to counter what it perceives as India's growing influence in Afghanistan.
The Afghan Taliban and US officials have begun preliminary contacts in Qatar and the militants recently announced plans to open a political office in the Gulf state.
Pakistani officials have said Gilani will be briefed on these developments by the Qatari leadership.
The premier will offer Pakistan's perspective on the peace process, they said.
During the visit, Gilani will meet the Emir of Qatar, Sheikh Hamad Bin Khalifa Al-Thani, and Prime Minister Sheikh Hamad Bin Jassim Bin Jabr Al-Thani.
In his departure statement, Gilani noted that this was the first visit to Qatar by a Pakistani premier in nine years.
Gilani said he would talk to the Qatari leadership to "explore opportunities in the field of energy, especially import of LNG" to overcome a gas shortage in Pakistan.
He said cooperation in other areas like infrastructure, construction, hydrocarbon and job opportunities for skilled labour too would be discussed.
He hoped Qatar would be more forthcoming in supporting Pakistan for signing free trade agreements with Gulf countries.