Mr. Kim could not be seen, but he was presumed to be on board the long train as it crossed on elevated tracks over a busy Beijing street and headed toward eastern China and the border with North Korea.
Kim met for one hour with Chinese President Xi Jinping on Tuesday - believed to be the North Korean leader's birthday - and the two later dined with their wives at Beijing's Great Hall of the People, according to South Korea's Yonhap news agency.
Kim reportedly met Chinese President Xi Jinping during his trip, which may have been a precursor to a second summit between Kim and U.S. President Donald Trump.
The motorcade likely carrying Mr Kim was later seen leaving Zhongnanhai, China's central leadership compound next to Beijing's Forbidden City.
The trip - Kim's fourth to China since March - suggests negotiations over North Korea's nuclear arsenal are gaining momentum after months without high-level diplomatic exchanges. Beyond confirming his presence in Beijing, there has been no detail provided from either the North Korean or Chinese side on his schedule.
Kim could be looking to leverage his relationship with Xi, who Trump has accused of relaxing pressure on North Korea, to push the U.S.to make concessions in nuclear talks.
But progress has since stalled with Pyongyang and Washington disagreeing over what that means.
Carabao Cup match report Manchester City v Burton Albion 09 January 2019
Burton manager Nigel Clough wants to make sure his players keep in mind to enjoy the occasion when they face Manchester City in the semi-finals of the Carabao Cup on Wednesday.
In an interview with CNBC on Monday, US Secretary of State Mike Pompeo praised China's support for resolving the North Korean crisis and said he did not think the US trade dispute with China would affect this.
Kim reiterated a pledge from his New Year's speech that the North would try to make a second summit achieve a result that the global community would welcome, Xinhua said. "China has actually been a good partner in our efforts to reduce the risk to the world from North Korea's nuclear capability; I expect they will continue to do so". "If he wants to shift his focus to the development of the economy, he needs China's cooperation", said Lu Chao, a North Korea expert at China's Liaoning Academy of Social Sciences.
Trump said Sunday that the United States and North Korea are negotiating the location of their next summit. Kim was accompanied by his wife, Ri Sol Ju, the news agency said.
Xi re-asserted China's importance in the diplomatic process surrounding the Korean peninsula, Xinhua said, quoting him as saying that Beijing stands ready to "play a positive and constructive role in maintaining peace and stability and realizing denuclearization on the peninsula and lasting peace and stability in the region".
Kim spoke with Xi for about an hour Tuesday night, discussing ways to strengthen their ties and lay out strategy for a potential summit between Kim and Trump on curbing Pyongyang's nuclear ambitions, Yonhap reported, citing unidentified people familiar with the talks.
Chinese Foreign Ministry spokesman Lu Kang told a regular news briefing Tuesday in Beijing that Kim's visit had no bearing on USA trade talks.
"The Korean peninsula situation has been easing since past year, and China's important role in this process is obvious to all ... the DPRK side highly and sincerely appreciates the Chinese efforts", Kim said.