Jackson arrived with his three children on a private plane from Europe on Wednesday night for an indefinite stay, said an official who spoke on condition of anonymity because private visits involving the royal family are not authorized to be announced.
Jackson was found not guilty of child molestation in a California court on June 13.
He chose Bahrain because of his brother Jermaine's first hand experience visiting the kingdom, the official said.
"He's come here to retreat and relax and enjoy the calmness of Bahrain," the official said, adding that no other member of the Jackson family accompanied the pop star.
Another official who also spoke on condition of anonymity said Jackson was a guest of Sheik Abdulla bin Hamad Al Khalifa, the king's son, in one of the royal palaces. Sheik Abdullah, believed to be in his early 30s, is a friend of Jackson's brother Jermaine. He described the visit as "very very private."
Jermaine Jackson has close links with Bahrain's royal circle. In January, he and Sheik Abdulla announced plans to launch a charity theme song written by the royal.