The delegation's three-day visit is expected to include a helicopter flight over Rakhine state so they can see the remains of Rohingya villages razed to the ground during the crackdown.
"They have killed my family members, they tortured us, they will kill us again", Mohammed Tayab said, standing in front of a tent where he was expecting to meet the United Nations team.
Members of the UN Security Council, who promised Sunday to work hard to resolve a crisis.
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Karen Pierce, Britain's ambassador to the United Nations, said the Security Council would try to help the refugees return to Myanmar.
"This is a very complicated issue ... we need to work together to address this issue", he told reporters, stressing that the violence in Rakhine first had to stop.
Extended conversation with Rohingya activist Tun Khin, who visited the world's most densely populated refugee camp in Cox's Bazar, Bangladesh, earlier this month. "The UNSC members now understand the depth of the problem", he said adding that the delegation members highly appreciated prime minister Sheikh Hasina and her government's efforts.
Bangladesh and Myanmar in November signed an agreement for the repatriation of the Rohingya Muslims.
Myanmar has said the military operation in Rakhine was to root out extremists and has rejected almost all allegations that its security forces committed atrocities.
During the visit, the delegation met the orphans and Rohingya refugees and came to know well about their situations, their living and psychological conditions and their humanitarian needs.
Thousands of refugees gathered at the Kutupalong camp to welcome the visiting delegation.
"We hope the Security Council will carry out solo investigations of our difficulties and how our demands are and to probe and settle our difficulties", said Abdul Rahim, one of the participants in the rally at the Kutupalong camp in Bangladesh's Ukhia's district.
The UN Security Council is composed of 15 members with five permanent members - China, France, Russian Federation, the United Kingdom and the United States - and 10 non-permanent members.
Karen Pierce, the UK ambassador to the UN, who was among the 15 members on the trip, was confronted by dozens of Rohingya refugees making emotional pleas for the UN to hear their stories and make sure justice was done.
Responding to a question, he also said no one is protecting anyone (Myanmar) but they want to see the global obligation is implemented.
The camp's Rohingya leader Dil Mohammad said council envoys spoke with some women victims of the violence in Myanmar's Rakhine state, as well as community elders.