The South Korean delegation includes 45 people — about 20 athletes, their attendants and journalists, the Yonhap news agency reported. They will spend two days in North Korea.
The agreement on the joint training was reached earlier this month during the talks between Seoul and Pyongyang.
The Winter Olympics in Pyeongchang will take place on February 9-25. Earlier in January, the two Koreas agreed that their national teams would march together under a "unified Korea" flag at the opening ceremony for the 2018 Winter Olympics and form a joint women's ice hockey team.
North Korean athletes will also reportedly compete in figure skating, short track and skiing.