It's unclear whether any member of the North Korean government delegation will hold talks with USA officials during the Olympics.
The vice president stopped in Tokyo on his way to South Korea where he will lead the USA delegation to the Olympic games and vowed to keep pressure on Pyongyang until it begins a "complete, verifiable and irreversible denuclearization". He also said any engagement would include his ultimate message that North Korea must abandon its nuclear ambitions, an issue Pyongyang insists is not up for negotiation.
She will be the first member of his family to set foot on South Korean soil, and is expected to meet with South Korean president Moon Jae In and hand him a personal letter from her brother, South Korean media has reported.
That position - relatively dovish considering the fierce sabre rattling against Kim by President Donald Trump late a year ago - had been in place since Pyongyang announced in January that it was sending a delegation to the Games.
By keeping the focus on North Korea's nuclear and missile threat and its human rights abuses, Pence is looking to deny Pyongyang a propaganda victory over its recent decision to participate in the 2018 Winter Olympics.
Significant differences are emerging between Washington and Seoul, according to David Straub, a Northeast Asia specialist and 30-year veteran of the State Department.
"This move to send the young sister is brilliant", said Brad Glosserman, a visiting professor at Tama University in Tokyo who has written books about regional security.
The Korean Herald wrote in an editorial on Thursday that the 1988 Seoul Olympics had laid the groundwork for South Korea to establish official ties with Russian Federation and China, and geopolitics was playing a big part again at PyeongChang. He also said Washington may see Kim Yo Jong as an avenue to deliver messages to Kim Jong Un.More news: Liverpool can't afford to lose Mohamed Salah - Jamie Carragher
"It looks like North Korea had potential reaction from the worldwide community in mind and toned down the scale and message of the event a lot", said Lim Eul-Chul, a North Korean studies professor at Kyungnam University.
Abe added that the allies would urge other countries not to be "captivated by the charm offensive of North Korea".
Kim Jong-un and Kim Yo-jong were born to the same mother, Ko Yong Hui.
The Pyeongchang Organizing Committee is refraining for now from giving out a premium smartphone to athletes from North Korea and Iran, not to step over the global sanctions created to pressure their governments from developing nuclear weapons.
Eager to put a reality check on the thaw in relations, Pence will meet Friday morning with North Korean defectors and pay respects at the Cheonan Memorial in Seoul, which honors the 46 South Korean sailors killed in a 2010 torpedo attack attributed to the North.
The North has sent a 46-strong delegation to Pyeongchang, including 22 athletes for the Games, and the two countries have agreed to march under a single flag at the opening ceremony on Friday.
"North Korea can have a better future than the militaristic path and the path of provocation and confrontation that it's on", he said.
Kim Yo Jong has been an increasingly prominent figure in North Korea's leadership and is considered one of the few people who has earned Kim Jong Un's absolute trust.
It was the first direct South Korean flight to North Korea since 2015, when South Korean labor unionists flew to Pyongyang for a goodwill soccer match.