It was the first gig to feature South Korean artists in the North’s capital for more than a decade and another sign of warming relations between the two countries.
Around 150 people, including 11 musical acts, dancers, technicians and taekwondo experts travelled to the city for the show at East Pyongyang Grand Theatre.
Popular girl group Red Velvet were on the bill, as well as singers Cho Yong-pil and Choi Jin-hee – known to have been favoured by Kim’s late father.
Mr Kim’s watched the concert from a balcony with South Korean culture minister Do Jong-whan.
He clapped his hands during the show, shook hands with the performers and posed for a group photo, South Korean media reported.
South Korean K-pop – like most foreign influences – is usually supressed by the North, but makes its way in on smuggled USB sticks from China.
A joint taekwondo demonstration, also featuring athletes from the North, will be held on Monday and there will be more musical performances on Tuesday.
It comes ahead of a summit between the neighbours scheduled for 27 April.
The countries also put out a joint ice hockey team at the Winter Olympics in Pyongchang, South Korea, in February.
The closer diplomatic relations come after years of tension over the North’s missile tests and its threats to attack the US.
However, Mr Kim shocked many when South Korea politicians revealed recently that the North Korean leader had offered talks with President Trump.
The details of that meeting are still to be announced, but it is expected before the end of May.
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Kim Jong Un has also just returned from a trip to China – his first overseas visit since he took power in 2011.
He travelled by train – which is thought to have had bulletproof carriages – and held talks in Beijing with President Xi.