The visit has further boosted the country's links with the European Union, observers here said.
It was Aung San Suu Kyi's second European tour this year following that to Poland, Hungary and the Czech Republic in September.
During her visit in Belgium, Suu Kyi, chairperson of the National League for Democracy and chairperson of the Committee for Rule of Law and Tranquility of the Lower House, met EU leaders including President of the European Council Herman Van Rompuy in Brussels and accepted honorable Ph.D from Louvian-la-Neuve University.
She called for constitutional change in Myanmar to ensure that the 2015 general election is free and fair.
While in Luxembourg, she attended the EU Foreign Affairs Council meeting and in Strasbourg of France, she met the European Parliament President Martin Schulz and accepted the Sakharov Human Rights Prize.
While in London, she met Prince Charles, the Duchess of Cornwall and British Prime Minister David Cameron, holding talks with British deputy prime minister and the foreign secretary.
She delivered an address at the Sandhhurst Military Academy and studied the peace process of Northern Ireland.
In Italy, Aung San Suu Kyi picked up Rome's honorary citizenship, conferred to her in 1994.
She also met with Pope Francis at the Vatican.
In April this year, EU announced in Luxembourg complete lifting of sanctions against Myanmar with the exception of the embargo on arms. In June, the EU readmitted Myanmar to its Generalized System of Preferences, allowing the southeast Asian country to benefit from lower duties on export.
The move was followed by a visit to the country by EU Ambassador David Lipman in July.
Lipman told Myanmar President U Thein Sein that the EU has laid down comprehensive approach and constructive framework for Myanmar 's reform, saying that a visit by an EU delegation comprising the task group leaders and eminent entrepreneurs, led by Catherine Ashton, would follow.
In addition, Lipman offered to send EU experts to help Myanmar for the successful holding of the 2015 general election.
Following EU's total removal of sanctions on Myanmar in April, Myanmar and the EU held the first ever forum in Nay Pyi Taw in June, a mechanism used to advance bilateral relations.
The forum announced the setting up of two working groups on trade and investment, and on cooperation.
According to official figures, the EU's investment in Myanmar from Britain, France, the Netherlands, Austria, Germany, Denmark and Cyprus amounted to about 3.8 billion U.S. dollars as of February 2013.
Bilateral trade between Myanmar and the EU reached 226.37 million dollars in 2012, of which Myanmar's export amounted to 43. 54 million dollars while its import stood at 182.83 million dollars.