Hyon Song-wol, a singer, and Mun Kyong-jin, head of the Unhasu Orchestra, were arrested Aug 17 on pornography charges and executed three days later, The Chosun Ilbo reported Thursday.
The others executed were members of the orchestra and singers, musicians and dancers with the Wangjaesan Light Music Band.
Hyon and Mun were accused of videotaping themselves having sex and selling the videos.
Kim and Hyon met about 10 years ago before either was married. Kim's father, the late ruler Kim Jong-il, ordered him to break off the relationship.
Kim later married Ri Sol-ju, who also was a member of the Unhasu Orchestra. Hyon married a member of the military.
An intelligence official said last year that Kim was rumored to have resumed a relationship with Hyon, Time reported.
Families of the executed have reportedly been sent to prison camps in accordance with the country's practice of guilt by association.