Around the time Thae travelled to South Korea, a North Korean official in charge of earning hard currency in Vladivostok disappeared with large sums of money, it added.
Separately, South Korea's Yonhap News reported today that a senior official at North Korea's spy agency fled south last year.
North Korean leaders, including Kim's father and grandfather, have used purges to tighten their grip on power.
Some officials have been reinstated while others have disappeared permanently.
Kim executed his uncle and one-time deputy Jang Song Thaek in 2013 on charges of graft and factionalism.
Following North Korea's fifth nuclear test last month, South Korean President Park Geun Hye again called for North Koreans to flee the isolated nation.
The Government in Seoul should make sure it's capable of accommodating North Koreans, she said this week at a Cabinet meeting.
- Bloomberg