An announcer said he died on Saturday from physical and mental over-work. It is thought that he suffered a stroke in 2008, but had apparently recovered.
A tearful anchor, dressed in black, said he had died at 8.30am while on a train trip on the way to give "field guidance" to workers.
Kim had clearly begun grooming his son Kim Jong-un to take control of the "hermit state", long a source of concern in the region because of its nuclear programme.
But there have long been doubts about how easy it will be for the younger man - thought to be in his late 20s - to continue the Communist dynasty founded by Kim Jong-il's father Kim Il-sung, who died in 1994.
"I think the North has done quite a bit to accelerate the succession process so I think at least in the short term they will coalesce around the next generation of leadership and watch and see whether his son will be able to consolidate power. But there will be a lot of uncertainty ahead," said Daniel Pinkston of the International Crisis Group.
Seoul's Yonhap news agency said South Korean military leaders had declared an emergency alert following Kim's death.
The last public sighting of Kim was reported by North Korea's state news agency on Thursday. He reportedly visited a supermarket and music centre, accompanied by his son.
The news will be a particular shock in North Korea - where Kim has been venerated as much as he has been vilified by the outside world - because his death comes days before the beginning of 2012. The regime has long promoted next year at the point at which the country would achieve development and prosperity.
For years it has been struggling with food shortages and an economy in crisis.