Hu's trip comes amid U.S. pressure for Beijing to do more to get its communist ally North Korea to stop developing nuclear weapons.
Hu left Friday morning for "an official goodwill visit to the Democratic People's Republic of Korea," the official Xinhua News Agency said, referring to the North by its official name.
Li spoke by phone Thursday night with U.S. Secretary of State Condoleezza Rice (search), the foreign ministry said. It said they discussed international affairs but didn't give details.
The visit is the first by a top Chinese leader since 2001 and is due to last through Sunday.
It comes as China is trying to organize a new round of six-nation talks in November on demands that North Korea give up nuclear development.
The talks also include the U.S., South Korea, Japan and Russia.
Talks held last month in Beijing ended with a promise by Pyongyang to give up its nuclear programs in exchange for aid and a security guarantee.
But the North has also demanded a nuclear reactor for power generation before it dismantles its atomic projects.
While Beijing says it wants a nuclear-free Korean Peninsula, it hasn't pressured North Korea publicly.
The nuclear crisis erupted in late 2002 after U.S. officials said North Korea admitted violating a 1994 deal by embarking on a secret uranium enrichment program.
Kim, who rarely ventures out of his country, last visited Beijing in April 2004 amid tight secrecy.