KRT named her as Ri Sol-ju, but provided no other details.
Kim was seen at a performance two weeks ago accompanied by Ri, sparking rumours as to whether she was his wife, lover or sister.
Some observers in South Korea speculated she was a singer he dated years ago before his father put a stop to it, but who was now back on the scene.
Recent television footage showed the two laughing with each other during a visit to a preschool in Pyongyang and clapping while watching a performance featuring western show tunes and Mickey Mouse.