In a 40-second video posted online by a group called Cheollima Civil Defense, Kim Han Sol identifies himself and shows his passport to the camera. The image of the passport has been blacked out.
"I'm currently with my mother and my sister," he says. "We hope this gets better soon."
It's not clear where Kim Han Sol is in the video or when it was shot, though he says his father was killed "a few days ago."
Kim Han Sol's identity was verified to CNN by a South Korean National Intelligence Service spokesman.
No one from Kim Jong Nam's immediate family has been heard from since his murder in Malaysia's Kuala Lumpur International Airport on February 13.
Shadowy group
In a statement, Cheollima Civil Defense said it had responded to an emergency request by Kim Jong Nam's family for "extraction and protection" last month.
The group thanked the governments of the Netherlands, China, the US and a fourth, unnamed country for "emergency humanitarian assistance" in protecting Kim's family, and singled out the Dutch Ambassador to South Korea, A. J. A. Embrechts for credit.
The Dutch embassy in Seoul refused to comment when asked by CNN. Representatives for China and the US did not immediately respond to a request for comment.
Nothing is known about the group, which claimed in the statement to have helped other North Koreans escape in the past, including a former "high ranking official."
"Anyone who wants to escape or share information, we'll protect you. It's possible whichever country you are staying in. We'll send you safely to where you want to go," the statement said.
Diplomatic spat
But North Korea has demanded the release of the body, after what it described as a "forced" autopsy. The autopsy showed Kim had been killed by a powerful VX nerve agent.
Public figure
"I've always dreamed that one day I would go back and make things better and make it easier for the people there," he said.
''I would like to engage in more humanitarian projects, work to contribute to building world peace, especially back home because that is a really important part of me."
He said that he had never met his grandfather, North Korea's former leader Kim Jong Il, or his uncle, Kim Jong Un, whom he described as a "dictator."
The motive for Kim Jong Nam's killing is unclear, but in the past Kim Han Sol has said his father "was definitely not really interested in politics."
Whereabouts unknown
Kim's path, from Pyongyang to elite boarding schools and universities abroad to the Chinese enclave of Macau, matches that of his father.
After finishing high school, Kim Han Sol entered the Europe-Asia Programme at Sciences Po, a prestigious university in Le Havre, Normandy.
He completed his education in 2016, the school confirmed to CNN.
CNN's Zahra Ullah, Pamela Boykoff and journalist Taehoon Lee contributed reporting.