Mr Kim will be in China until 10 January with his wife Ri Sol-ju, according to state media reports.
The visit comes amid reports that negotiations are under way for a second summit between Mr Kim and US President Donald Trump.
The two met last June, the first such meeting for a sitting US president.
Speculation had grown on Monday that Mr Kim was possibly making his way to China after South Korea's Yonhap news reported that a North Korean train had been seen crossing the border.
Dozens of security vehicles and officials blocked roads around the train station in the border town of Dandong.
Hotel guests in Dandong had also not been allowed to enter rooms that faced the border, with news outlet Kyodo calling this an "apparent move to prevent the train from being seen".