The source told the Seoul publication Ri Sol Ju was out of the public eye for 50 days until she appeared with her husband at a recent concert.
Photos published in an official North Korean newspaper showed Ri with a puffy face and her stomach visibly bulging.
"She is wearing a long coat but cannot hide her protruding abdomen," the government source said.
Ri was first introduced to the world as Kim's wife in July when her marital status was confirmed by North Korean state TV in a report about the opening of an amusement park.
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