She will be part of a high-level 22-member delegation that experts say is part of a campaign to fix relations with South Korea and begin talks with the U.S.to ease sanctions on the isolated communist regime.
Analysts say that with the dual approach, the North is looking to normalize its status as a "de facto nuclear state", and could be trying to weaken sanctions against it or drive a wedge between the South and its ally the US.
2 of 9 Military tanks are seen during a parade in Pyongyang, North Korea, on February 8, 2018, just one day before South Korea hosts the Winter Olympics.
North Korea is under multiple sets of UN Security Council sanctions over its banned nuclear weapons and ballistic missile programmes, which have seen it develop rockets capable of reaching the USA mainland.
Ham said the delegation is expected to attend the opening ceremony of the games in Pyeongchang as well as engage in "high-level inter-Korean dialogue", among other events, from Friday through Sunday.
Kim Yo Jong would be the first member of North Korea's ruling family to visit the South since the 1950-53 Korean War.
U.S. Vice President Mike Pence is pushing South Korea to adopt a more hawkish stance toward North Korea, as he arrived in the country Thursday ahead of the Winter Olympics.
Following a last-minute proposal during Kim's annual New Year's address, North Korea is sending 22 athletes to compete and a delegation of more than 400 musicians, singers, martial artists, and cheering squads to the games.
But it could also allow all delegation members to take home luxury goods whose import to North Korea is banned by the council.
7 of 9 North Korea held the parade a day before South Korea hosts the opening ceremony for the Winter Olympics in Pyeongchang.More news: Cris 'Cyborg' Justino steps up to salvage UFC 222 card
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Choe was sanctioned in June previous year as a senior director of the propaganda and agitation department of North Korea's ruling Workers' Party.
"Our resolve to stand with you is unshakable", Pence said.
"As we speak, an estimated 100,000 North Korean citizens labour in modern-day gulags", Pence said.
Among Pence's guests at the Winter Games will be Fred Warmbier, the father of Otto Warmbier-an American student who died days after his release from detention in North Korea a year ago.
"A college student, who simply went on tour [to the North], fell into a coma [in captivity] and died soon after he was sent back home".
South Korea is willing to work in a positive manner with China to enhance political mutual trust and friendship, boost exchanges at all levels, deepen pragmatic cooperation, strengthen coordination on global and regional affairs and push forward the development of the South Korea-China strategic cooperative partnership, Moon said. "The U.S. intends to make North Korea pay for what it did".
Kim Yo Jong returned to North Korea about 2000, the same time as Kim Jong Un.
"[The. U.S.] is now raising the alarm that human rights violations in North Korea are serious".
North Korean military parades typically feature thousands of goose-stepping troops and hundreds of armored vehicles, culminating with missiles rolling through Kim Il Sung Square-the highlight for Pyongyang-watchers who examine them for clues about the progress of its technology.