An official told AFP the meeting was organized "following the events in Saint-Etienne-du-Rouvray", the northern town where 85-year-old priest Jacques Hamel was killed by two teens claiming allegiance to the Islamic State group.
They are also expected to discuss the situation facing Christians in the Middle East.
Interior Minister Bernard Cazeneuve is likely to accompany Hollande, the official at the Elysee presidential palace said.
Hollande may also visit San Luigi dei Francesi (Saint-Louis-des-Francais), a French church in central Rome, to pay tribute to the victims of terrorism.
Adel Kermiche and Abdel Malik Petitjean stormed Hamel's church on July 26th and slit his throat in front of a small group of worshippers while he was conducting mass.
The attack was the first committed in the name of Isis against a church in the West.
Both Kermiche and Petitjean were shot dead by police.
On July 14th, a jihadist ploughed a 19-tonne truck into a crowd celebrating Bastille Day on the seafront in Nice, killing 85 people and leaving 434 injured.
It will be Hollande's second visit to the Vatican, after a trip he made in January 2014.
Relations between the Socialist Party leader and the Holy See have seen periods of tension, triggered by Hollande's failed attempt to appoint an openly gay diplomat as ambassador to the Vatican and a 2013 law in France that approved same-sex marriage.