The North Korean leader's armoured train departed a railway station in Artyom, east Russia, following a farewell ceremony, Russian state media reported.
Kim's trip was the first he has taken to a foreign country in four years, and his longest since he assumed control of North Korea in 2011.
He is expected to return to North Korea's capital, Pyongyang, on Monday afternoon.
Kim visited key military and technology sites during his trip, in addition to his meeting with Russia's president, as the two nations looked to strengthen ties in the face of intensifying confrontations with the United States.
Analysts have speculated that North Korea could help replenish Moscow's stores of artillery and ammunition as it continues its invasion of Ukraine.
Pyongyang could have tens of millions of ageing artillery shells and rockets based on Soviet designs, which could bolster Russian forces, some analysts believe.
United Nations (UN) Security Council resolutions - which Russia, a permanent member, previously endorsed - ban North Korea from exporting or importing any arms.
In return for supplying conventional arms to Russia, experts believe North Korea could seek Russian economic and food aid.
Kim may also ask Russia to transfer military technologies that could help North Korea to further its own nuclear submarine and spy satellite capabilities.
The North Korean leader's summit with Putin took place last week at Russia’s main space launch site.
During his meeting with Putin, Kim said his country would offer its "full and unconditional support" for Russia's fight to defend its security interests, in an apparent reference to the war in Ukraine.
Kim invited Putin to visit North Korea at "a convenient time" and the Russian president accepted.
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