Journalists noticed the iconic actor in the Yangakdo hotel for tourists in the biggest city of the Communist state, which is due to mark its “Day of the Foundation of the Republic” on Sunday.
A major military parade, huge rallies and the return of iconic “mass games” are expected.
It is not known whether Mr Depardieu will take part in the festivities or is a guest.
Visibly irked at being identified, the star of Green Card, Jean de Florette and Cyrano de Bergerac refused to speak to media.
He declined to give any interviews to AFP journalists present, and was filmed saying: “I don’t want journalists.” BFM TV also identified a French friend of the actor, Yann Moix, a novelist and outspoken radio and TV editorialist.
Oliver Hotham, managing editor of NK News managing editor and present at the hotel, tweeted that Mr Depardieu had “refused to allow photos and one of his dudes said ‘you’ll have a bad time’ if I persisted in trying to get a quote from him”.
However, he did grant a selfie to a member of a Turkish “friendship” delegation at the airport.
But, a delegation from the Turkish friendship association was kind enough to share this selfie taken at the airport pic.twitter.com/TuBbJf2Iuu— Oliver Hotham (@OliverHotham) September 7, 2018
Scores of pro-North Korea “friendship” organisations and government delegations have been arriving in the North Korean capital in the past few days for the event.
Mr Depardieu was in the news in recent days in his native France after prosecutors launched a preliminary probe into allegations he raped a young French actress and singer in his Paris mansion last month.
The actor "absolutely denies any attack, any rape", said his lawyer, Herve Témime.
Mr Depardieu, who has appeared in around 170 films, is a “friend” of Russian president Vladimir Putin and holds dual French-Russian nationality.
On Sunday, North Korea is expected to put on a major military parade to mark its 70th anniversary.
The Democratic People's Republic of Korea, as the North is officially known, was proclaimed on September 9, 1948, three years after Moscow and Washington divided the peninsula between them in the closing days of the Second World War.
With a diplomatic thaw underway with neighbouring South Korea and recent talks between leader Kim Jong-Il and US president Donald Trump, analysts say Pyongyang may choose not to show off its latest missiles as in previous ceremonies.
More than 120 foreign journalists have been allowed to cover the events, North Korea’s largest-scale media invitation in recent years. But the precise schedule remains a mystery - standard procedure in the secretive country.