The North has released frequent reports over the past month of the secretive leader's appearances, in an attempt to quell rumors that Kim, 66, is incapacitated after having suffered a stroke in August.
The Korean Central News Agency (KCNA) said Kim "warmly waved back to the enthusiastically cheering performers and congratulated them on their successful presentation." The agency did not say when or where the performance took place.
South Korea has not yet commented on the report.
Kim Jong-il has ruled North Korea since 1994, when he succeeded his late father Kim Il-sung, the communist state's founder.