NHK broadcast grainy, blurred footage showing a man with a bouffant hairstyle -- Kim's trademark -- and dark glasses leaving a luxury hotel in Shenzhen early Sunday and getting into a black car.
The car sped off while men in black kept watch from the sidewalk.
Kim is believed to have visited high-tech companies in Shenzhen, as the car which left the hotel was later spotted in a convoy of vehicles on the road leading to an area that is home to a cluster of technology firms, NHK said.
China has maintained a media blackout on Kim Jong-Il as reports from overseas continued to suggest he was paying a clandestine visit to the country.
With no confirmation from Beijing or Pyongyang, there has been frenzied speculation over Kim's whereabouts since he was reported to have crossed into China in a special train on Tuesday.
Kim last visited China, North Korea's strongest political and ideological ally, in April 2004 when he held talks with leaders in Beijing.