The North's leader, accompanied by his wife Ri Sol Ju and several senior officials set off from Pyongyang station on board his private train on Monday, the Korean Central News Agency reported.
The latest trip comes after USA and North Korean officials are believed to have met in Vietnam to discuss the location of a second summit between Kim and Trump following their first meeting in Singapore in June a year ago.
Kim's trip coincides with the second day of talks between U.S. and Chinese officials in Beijing aimed at resolving their trade war, but China rejected the notion that it was using the North Korean issue as a bargaining chip in the negotiations.
"We hope there will be a virtuous circle of these exchanges so progress in each exchange will lead to progress in others, Kim Eui-kyeom told reporters, according to the South Korean news agency Yonhap".
"Both Xi and Kim see value in coordinating their positions in advance of Trump-Kim summits".
China is a key diplomatic ally of North Korea and one of the country's main sources of trade and aid.
In a New Year's Day address Kim warned that it might take an alternative path if US sanctions and pressure did not ease.
"Are the Chinese going to encourage the North Koreans to do more?"
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Last month, North Korea said it would never "unilaterally" abandon its nuclear weapons unless the us first withdrew military threats and "unjust sanctions" to avoid falling into a "defenseless state".
Meanwhile, China refuted reports that it is using Kim as a bargaining chip to reach a trade deal with USA to end the trade war between the world's two top economies.
Chinese Vice-Premier Liu He made a surprise appearance on Monday to greet the U.S. delegation of mid-level officials, a sign of China's willingness to avert a full-blown trade war.
North Korea insists that Washington first build trust by lifting the sanctions imposed on that country.
Chinese foreign ministry spokesman Lu Kang said Kim's visit and the trade talks were "two separate matters".
Thae Yong-ho, who was the deputy ambassador in London and the most recent senior diplomat to defect, wrote an open letter to Jo Song-gil, 44, until recently North Korea's acting ambassador to Italy, who fled the Rome embassy with his wife in early November without notice.
Ties between China and North Korea, which had frayed as Pyongyang stepped up its provocations through a series of missile and nuclear tests, warmed over the past year as Kim engaged with Beijing as well as Seoul and Washington.
Trump while seeking Xi's support in forcing Kim to relent and give up the nuclear and missile programme also blamed the Chinese leader previous year for tardy progress after his first summit with Kim at Singapore in June.
"Their behavior has demonstrated that as well and we appreciate that".
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