Public broadcaster NHK said a convoy of heavily-guarded cars left a top hotel in the Chinese boomtown of Shenzhen late on Sunday for the city station and that a special 20-car train later left with all its curtains drawn.
It speculated that the North Korean leader's next destination would be Beijing, so that Kim could hold talks with Chinese President Hu Jintao.
The six-party talks on Pyongyang's nuclear programme and US sanctions against a bank in Macau over North Korea's alleged attempts to launder money would probably be on the agenda of any such talks, NHK said.
Japanese daily Yomiuri Shimbun gave a similar report, citing unnamed "well-informed circles" and unnamed witnesses around Shenzhen station.
The latest reports come after Japanese TV broadcasters on Sunday aired grainy, blurred footage, supposedly of Kim visiting high-tech firms in Shenzhen.
China has drawn an official veil over Kim's apparent trip. His previous visit in April 2004 was marked by heavy security and was confirmed only after he had returned home.
Beijing and Pyongyang have declined to confirm that Kim is even in China, but speculation had swirled since last week that the North Korean leader was visiting.
Analysts say the North Korean government's almost total grip on the flow of information is critical to keeping it in power. But it has professed a goal of expanding its communications network and could see communist China as the ideal partner.
Hong Kong's Takungpao newspaper said Kim spent Sunday in Shenzhen, visiting Huawei Technologies Co Ltd, after a trip to Yantian port, one of China's most advanced, computerised container ports. A Huawei spokesman declined to confirm the visit.
In the afternoon, Kim visited another high-tech company, Han's Laser Technology Co Ltd, the paper said.
North Korea is one of the most
isolated, poor countries on Earth
North Korea's land line telephone service is split so that only certain phones can make international calls.
In recent years, mobile phones had begun popping up in the capital Pyongyang, but foreign residents say most have since been confiscated.
Some people use Chinese mobile phones in North Korea near the border.
The country has a domestic internet, but it is not widely available, and access to the world wide web is impossible for the vast majority of North Koreans.
A North Korean official, quoted on a Chinese website, said there were plans to expand email availability across the country in the near future.
China is one of North Korea's few
remaining allies and its top donor
China launched its economic reforms in the late 1970s, and as it gradually opened up, North Korean leaders disparaged Beijing for losing its way.
The nuclear talks, involving North and South Korea, the United States, China, Japan and Russia, made progress late last year when Pyongyang agreed in principle to dismantle its atomic weapons programmes in exchange for aid and security guarantees.
The six were meant to meet again at the start of this year, but North Korea has threatened a boycott because of a US crackdown on its finances. The last round took place in November.