Rocco has been posting photos of the trip on his Instagram account as the group visited those affected by the 2010 earthquake that devastated the country.
"On my way to Haiti," wrote Rocco on Saturday. "I'm in the poorest and most dangerous slum in the world. Cite Soleil. #Support"
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During the visit Rocco, Sean and Madonna visited a host of local children.
In a picture Rocco posted on Monday he is seen visiting a hospital dressed in jeans, a t-shirt and a cap standing next to his famous mum, who was wearing a white patterned t-shirt under a long-sleeved top while cuddling a young girl.
"Hospitals will make you say 'I'm lucky'" he wrote. "The poorest kids are yet the happiest."
Rocco, 13, is enjoying spending time with actor Sean, who was married to Madonna between 1985 and 1989.
"Trouble is always here @SeanPenn." wrote Rocco with a picture of the two driving together.
Rocco has previously accompanied his mother and sister, Lourdes, on good-will visits, including a trip to Malawi the family went on in April.