The trip follows a reported recent visit by Russia's spy chief to the North Korean capital to discuss economic projects involving North and South Korea, the world's second-largest liquefied natural gas (LNG) buyer after Japan.
"A delegation of Gazprom of Russia led by Deputy Managing Chairman Alexandr Ananenkov arrived here Monday," KCNA said, without elaborating.
According to a report by the Interfax news agency in May Foreign Intelligence Service director Mikhail Fradkov and North Korean leader Kim Jong-il discussed projects including a railway junction, a gas pipeline and a power line from Russia to South Korea via North Korea.
Russia and North Korea share a short border, but ties worsened and trade fell steeply after the collapse of the Communist Soviet Union in 1991.
North Korean leader Kim Jong-il canceled a visit to Russia last week because of worries about security following media reports about the trip, Russia's Kommersant newspaper reported last Thursday.