South Korean intelligence sources named the attractive, short-haired woman as Hyon Song-wol, who used to front the Bochonbo Electronic Music Band and was hugely popular among the North Korean masses.
Responsible for a string of hits that included Footsteps of Soldiers, I Love Pyongyang, She is a Discharged Soldier and We are Troops of the Party, her popularity reportedly peaked in 2005 with the song Excellent Horse-Like Lady.
Hyon subsequently disappeared from public view at the time that Mr Kim emerged as the heir-apparent to his father, Kim Jong-il.
There are reports that 28-year-old Kim Jong-un was ordered to break off his relationship with Hyon by his father and that she later married an officer in the North Korean army with whom she has a baby.
I wonder what happened to the officer.
Update: Damian on Facebook may have found the horse song in question. Plenty of the Bochonbo Electronic Music Band, aka the Pochonbo Electronic Ensemble, on YouTube. This isn't bad at all - a kind of Russian feel to it.
Update 2: another possibility.