Television footage showed a group of seven officials led by Hyon Song-Wol, the leader of the North's popular Moranbong band, crossing the heavily-fortified border on a bus before arriving at Seoul train station about an hour later.
The stony-faced officials, surrounded by hundreds of Seoul police officers, were seen alighting from the bus before boarding a train bound for the eastern city of Gangneung, where one of the planned musical concerts is due to be held.
Hyon wore a dark coat and fur muffler as she boarded the train without talking to throngs of journalists at the station.
The visit is the first by Pyongyang officials to the South since before left-leaning South Korean President Moon Jae-In, who advocates dialogue with the North, took office last May.
Seoul and organisers hope that the Games, which they have promoted as "Peace Olympics," could ease tensions on the peninsula that surged to new heights in recent months over the North's nuclear standoff with the US.
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