Mr Clinton is in Pyongyang to discuss the fate of jailed US journalists Laura Ling and Euna Lee.
He is the highest-profile American to visit since his secretary of state, Madeleine Albright, in 2000.
Analysts say Mr Clinton may also try to ease the deadlock over the North's nuclear ambitions.
The Korean Central News Agency (KCNA) said that Mr Clinton had "courteously" conveyed a verbal message from US President Barack Obama, although the White House said that Mr Clinton had not carried a message from Mr Obama.
Washington made no announcement of Mr Clinton's trip prior to his arrival, but in a later statement stressed that this was a private visit.
"While this solely private mission to secure the release of two Americans is on the ground, we will have no comment," White House spokesman Robert Gibbs told reporters.
"We do not want to jeopardise the success of former President Clinton's mission."
However, North Korea analyst Prof Hazel Smith, of the UK's Cranfield University, told the BBC that Mr Clinton would have the full backing of the White House.
"This is not a private mission, although it being billed as such," she said. "There is no way that [former] President Clinton, married to Secretary of State Hillary Clinton... would be taking this step without the full support of the US administration."
The last visit to North Korea by a former American president - Jimmy Carter in 1994 - led to an important step forward in relations between the two countries, and Mr Clinton may be hoping his trip could have the same effect.
But some analysts question the wisdom of such a high-profile visit so soon after North Korea conducted a string of nuclear and missile tests in defiance of the UN Security Council - saying it may be seen by Pyongyang as a reward for bad behaviour.
Unmarked plane
Mr Clinton landed in Pyongyang in an unmarked plane and was greeted at the airport by North Korean officials, including chief nuclear negotiator Kim Kye-gwan and Yang Hyong-sop, vice president of parliament.
As he stepped down from the plane, a little girl came forward to present him with a bouquet of flowers.
No official itinerary for the visit has been announced.
Analysts say that Kim Jong-il is eager to improve relations with Washington as he prepares to name a successor.
Mr Kim is thought to have suffered a stroke a year ago, and also has chronic diabetes and heart disease. Analysts say his third son is already being lined up to take over power one day.
Laura Ling and Euna Lee were found guilty of entering North Korea illegally across the Chinese border in March, and sentenced to 12 years' hard labour.
They were arrested by North Korean guards while filming a video about refugees for California-based internet broadcaster Current TV.
According to KCNA, the two reporters have admitted entering the country illegally.
But the women's families have always claimed that Lee, 36, and Ling, 32, had no intention of crossing into North Korea.
They fear the two reporters may become political pawns in negotiations between Washington and Pyongyang.
Last month US Secretary of State Hillary Clinton requested an amnesty for the women asking that they be allowed to return home.
Former releases
This is not the first time a senior US statesman has gone to North Korea to negotiate for the release of American citizens.
In 1994, then-congressman Bill Richardson - now governor of New Mexico - helped negotiate the release of Bobby Hall, one of two pilots of a US army helicopter shot down after straying into North Korea.
Two years later he negotiated the release of Evan Hunziker, who was detained on suspicion of spying after swimming the Yalu river border.
Critics say that Mr Clinton's trip will be exploited for maximum propaganda value by Pyongyang.
However, although Bill Clinton's arrival was covered by North Korea's evening television news, it was not until after apparently more newsworthy items, such as the improving quality standards at a biscuit factory, our correspondent in Seoul, John Sudworth, says.
And if you touch me, it will be the whole 2500. The US still loves me, I'm not G.W.Bush.
*signs pardon papers*
Way to go Mr. Clinton. 👍
