The two countries have no diplomatic ties, with Sweden representing U.S. interests in the isolated Communist country.
Quoting North Korean media, South Korea's Yonhap news agency said Tuesday night Clinton had left the country with the two journalists.
Since May 25, when North Korea -- led by its unpredictable leader Kim Jong Il -- conducted its second nuclear test, relations between the United States and North Korea have hit bottom, with Pyongyang making one provocative war threat after another.
Since the test, which resulted in the U.N. Security Council further tightening sanctions, North Korea has withdrawn from the six-nation effort to denuclearize the country. The North also withdrew from the armistice that ended the 1950-53 Korean War.
Xinhua, the official Chinese news agency, reported Clinton, who arrived Tuesday by a chartered plane, was greeted at the Pyongyang airport by Yang Hyong Sop, vice president of North Korea's Presidium of the Supreme People's Assembly, and Vice Foreign Minister Kim Kye Gwan. The report said a North Korean girl presented a bouquet of flowers to the former U.S. president.
Xinhua said Clinton is the highest-profile American to visit North Korea after Madeleine Albright, who served as Clinton's secretary of state, met with Kim in 2000.
South Korea's Yonhap news agency reported the Clinton visit may help revive the six-nation talks, which, besides North Korea, includes the United States, Russia, China, Japan and South Korea. The talks stalled over the issue of verification of North Korea's reports on the disabling of its main nuclear plant.