Both cases - one on criminal charges, one an impeachment - are related to his brief imposition of martial law in December.
Security was heightened at the Seoul Central District Court as the motorcade transporting Yoon arrived for a preliminary hearing that involved discussions of witnesses, proposed evidence and other preparations for his criminal trial.
The court, which scheduled another preliminary hearing in March, was also reviewing a request by the president's lawyers to cancel his arrest and release him from custody. Such challenges are rarely successful. The court was expected to make a decision sometime later on Thursday.
He next travelled across the capital to the Constitutional Court, which is nearing a decision on whether to formally remove him from office after he was impeached by the National Assembly.
Yoon was indicted on January 26 on rebellion charges, which carry a potential punishment of death or life in prison.
In South Korea, presidents have immunity from most criminal prosecutions, but not on charges of rebellion or treason.
The indictment alleges his imposition of martial law was an illegal attempt to shut down the National Assembly and arrest politicians and election authorities. The conservative president has said his martial law declaration was intended as a temporary warning to the liberal opposition and that he had always planned to respect MPs' will if they voted to lift the measure.
His presidential powers were suspended when he was impeached on December 14, leaving him to fight for his political life at the Constitutional Court.
Martial law was lifted about six hours after being declared but has caused political turmoil, disrupted high-level diplomacy and tested the resilience of the country's democracy.
The president's supporters rioted at the Seoul Western District Court after it authorised his arrest last month, while his lawyers and ruling party have openly questioned the credibility of courts and law enforcement institutions handling the case.
Yoon has continued to express contempt for his liberal rivals for obstructing his agenda and endorsed baseless conspiracy theories about election fraud to justify his ill-fated authoritarian push.
His defence minister, police chief and several military commanders have also been arrested and indicted on rebellion, abuse of power and other charges related to the martial law decree, which involved hundreds of heavily armed troops deployed to the National Assembly and National Election Commission offices.