Kim arrived in North Korea's capital Pyongyang by a special train on Tuesday evening, the report said.
On Wednesday, North Korea's KCNA state-run news agency reported that Kim had passed the Russian border railway station of Khasan and crossed the Tumen River - a part of the boundary between China, Russia and North Korea.
This past Sunday, a delegation of Russian high-ranking officials saw Kim off after the delegation wrapped up their five-day visit to Russia and boarded an armored train at the Artem-Primorsky-1 station in Russia's Primorsky Territory.
This was Kim's first visit to Russia since 2019.
Earlier Wednesday, the North Korean leader held talks with Russian President Vladimir Putin at the Vostochny spaceport in Russia's Far East. By Saturday, Kim met with Russian Defense Minister Sergei Shoigu and inspected Russian military aircraft.