Mr Heinonen's last visit to Tehran was in April 2008
The deputy head of the UN nuclear agency has arrived in Tehran for talks on Iran's disputed nuclear programme.
Six world powers agreed to consider further sanctions against Iran during discussions on Wednesday.
This week Iran missed a deadline to reply to an offer of incentives to end its uranium enrichment programme, which could be used in arms manufacture.
France, the US and UK are pushing for new sanctions, but Russia says there is potential for more dialogue.
Correspondents say it is not clear that the visit of Oli Heinonen, the International Atomic Energy Agency's deputy head, is directly related to the incentives offer.
The IAEA monitors Iran's existing nuclear activities, and is trying to find out if it is turning peaceful energy-producing technology to military use.
Iran suspends its nuclear activities including the installation of any new centrifuges
At same time the six world powers refrain from any new Security Council resolution on sanctions
Talks can then start on long-term deal on recognising Iran's right to develop nuclear energy for civilian purposes, and lifting of sanctions
Three sets of UN sanctions have already been imposed on Iran after it defied successive Security Council ultimatums to freeze uranium enrichment.
The fact Iran is enriching uranium has led Western powers to fear it is seeking to develop an atomic bomb.
Tehran insists continuing the process is within its rights as an IAEA member and denies there is any intention beyond peaceful energy production.
The threat of new sanctions came after a telephone conference on Wednesday between the five permanent members of the UN Security Council - China, France, Russia, the UK and US - and Germany.
EU foreign policy chief Javier Solana had given Iran's chief nuclear negotiator until last Saturday to respond to an offer of no further economic sanctions in return for an Iranian freeze on uranium enrichment.
On Tuesday, Iran delivered a one-page letter to Mr Solana's office, saying it was ready to provide a clear response "at the earliest possibility", but at the same time seeking a clear response to questions it has asked.
"Such mutual clarification can pave the way for a speedy and transparent negotiating process with bright prospect," the letter said.
The US administration said the letter appeared to be a stalling tactic.
"We are very disappointed that Iran has failed yet again to give... a clear answer," said US state department spokesman Gonzalo Gallegos.