It's part of his strategy to visit parts of the country that Democrats have ignored in past presidential campaigns.
Obama's trip Wednesday will include Springfield, Rolla and several other small cities and towns yet to be determined.
Missouri campaign spokeswoman Debbie Mesloh said the state continues to be a major focus of the campaign.
"It's a priority that Senator Obama has had since the beginning days of his campaign, to reach out to independents and Republicans and to engage every voter possible," Mesloh said.
U.S. Senator Claire McCaskill will join Obama for the trip. She is a key adviser to Obama.
This weekend the campaign opened 24 offices around the state, including many in rural areas.
Republican John McCain will be in Missouri on Wednesday as well. He'll attend a fundraising reception in Kansas City.
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