Believed to be in her late twenties, Kim Yo Jong has frequently accompanied her brother on various "field guidance trips" as well as to other political events.
North Korean leader Kim Jong-un has lauded his country's nuclear weapons programme as the best way to defend its sovereignty and counter threats from the US.
It claimed that the ministry of state security had also captured a man named "Kim", who was allegedly paid to kill the supreme leader.
Tensions in the Korean Peninsula have ratcheted up as the North has carried out a series of missile tests, including one which it said was capable of hitting the U.S. mainland. She also faced much publicity more than a year later in December 2011 at her father's funeral.
In January, the United States Treasury blacklisted Ms Kim along with other North Korean officials over "severe human-rights abuses".
During Saturday's meeting, Kim Jong-un acknowledged the country faced with "ordeals" under a "stern" situation, but said that its economy had grown this year despite ever-tighter sanctions.
Kim Yo Jong (left) can be seen in the background as North Korea holds military parade for key political anniversary in 2015.
RT quotes North Korea Leadership Watch that she is the youngest of three children from Kim Jong-il's relationship with Ko Yong-hui.
Last week, Trump dismissed the idea of talks as a waste of time, a day after Secretary of State Rex Tillerson said Washington was maintaining open lines of communication with Kim Jong Un's government.
Trump repeatedly has made clear his distaste for dialogue with North Korea.
In recent weeks, North Korea has launched two missiles over Japan and conducted its sixth nuclear test, and may be fast advancing toward its goal of developing a nuclear-tipped missile capable of hitting the USA mainland.
Two US B-1 bombers carried out a training exercise today with Japanese and South Korean military aircraft in the vicinity of the Sea of Japan, the US military said, amid growing tension over North Korea's missile and nuclear programs.