Kim traveled to China - his most important security and trade partner - before meetings past year with Trump and South Korean President Moon Jae-in. Kim did not say whether the spy agency revealed any information about Jo's current whereabouts or whether the diplomat had plans to defect to South Korea.
Kim said in his New Year speech he was ready to meet Trump any time to achieve their common goal of denuclearisation of the Korean peninsula.
After Kim traveled to China in March 2018 in his first foreign trip as North Korea's leader, Beijing and Pyongyang have deepened their ties.
Hu Xijin, the editor in chief at the Global Times said on Twitter Tuesday that "the timing of Kim's China visit is clearly linked to the planned second summit between him and President Trump".
A "senior North Korean official" was travelling on the train, which passed through the city of Dandong on China's eastern border around 10.15pm local time, according to Yonhap News Agency.
At their summit in Buenos Aires on December 1, Xi and Trump agreed that the United States and China will hold off on imposing further tariffs on each other's imports and try to complete talks on technology and intellectual property rights issues within 90 days.
The closest that North Korea came to acknowledging his birthday was in 2014, when visiting basketball star Dennis Rodman sang "Happy Birthday" to him after an exhibition match in Pyongyang.
Kim is expected to stay at the highly secure Diaoyutai State Guest House in the capital's west, with meetings held at the Great Hall of the People, the hulking seat of the legislature that sits next to Tiananmen Square.
China is a key diplomatic ally of North Korea and one of the country's main sources of trade and aid.
North Korea insists that Washington first build trust by lifting the sanctions imposed on that country. It's Kim's fourth visit to China in a year.
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Past year marked unprecedented progress in denuclearization talks, with Kim holding summits with Trump, Xi, and South Korean President Moon Jae-in.
A high-profile defection by one of North Korea's elite would be a huge embarrassment for leader Kim Jong Un as he pursues diplomacy with Seoul and Washington and seeks to portray himself as a player in global geopolitics.
A green train with a yellow stripe similar to the one Kim took to Beijing previous year arrived at a station in the Chinese capital on Tuesday morning amid heightened security, though it was not immediately clear if Kim, his wife, and North Korean officials were aboard.
Either way, North Korea benefits. Then there was talk, fuelled in large part by Trump himself, that another US-North Korea summit was near and that officials were negotiating where it would take place.
"The two leaders will further communicate over the issue of sanctions to further refine their previously general and vague attitudes", said Cheng Xiaohe, professor at Renmin University's School of International Studies in Beijing.
North Korea has not yet commented on Jo's status. But how much support Beijing is willing to give and how much influence it has over Pyongyang is still a matter of debate both outside and in China.
Kim's arrival in Beijing coincides with U.S.
Negotiators are seeking to resolve a number of thorny issues that have threatened an all-out trade war between the world's two biggest economies.
"As to whether this is used as a bargaining chip by China in trade talks, I believe more Americans would think so than Chinese do", the tweet went on to say.
"Their behavior has demonstrated that as well and we appreciate that".