The U.S. delegation will be led by Vice President Pence.
Despite the misgivings of some South Koreans, tickets for the orchestra's concerts have been in high demand, with 156,000 people applying for 530 pairs of available seats.
On Thursday, Pence will visit American troops who would be on the front lines if a crisis with North Korea erupted.
Critics of North Korea's participation in the Olympics have accused Pyongyang of attempting to ease pressure on the country, which is under worldwide sanctions for its nuclear and ballistic missiles programs.
U.S. disarmament ambassador Robert Wood also took a swipe at China, North Korea and Russian Federation for pursuing the development of new nuclear capabilities "to threaten other peaceful nations".
She would act as an advance-team leader, inspecting sites before official visits and taking on administrative duties.
He announced in a joint statement the US would soon announce "the toughest and most aggressive round of economic sanctions on North Korea ever".
Pence spoke Thursday to USA service members at Yokota Air Base in Japan after touring joint US and Japanese operations centers that monitor and react to crises on the peninsula and the region at large.
He did not address a meeting with North Korean officials, but did reiterate the U.S.'s support for the "shared objective of denuclearization of the Korean Peninsula".
Despite being met with public protests on their arrival earlier this week, the communist state's well-known troupe, the Samjiyon Orchestra, was met with a full audience at the Gangneung Art Center.
But the biggest issue for those attending the Games may be the weather.
The US delegation includes Fred Warmbier, the father of Otto, the American student who died shortly after being released from North Korean captivity previous year. Warmbier and his wife were among Trump's guests at the State of the Union last month.
Mr Pence has invited Mr Warmbier's father, Fred, to Pyeongchang.
She has also been targeted by United States sanctions, alongside other North Korean officials, for her alleged role in committing "severe human rights abuses".
"There is no shift in policy", a senior administration official later told reporters.
The taekwondo performance team is scheduled to hold four shows during their stay in South Korea. "They understand what they're showing us and they have a good idea of how we're going to interpret it". North Korea is celebrating the 70th anniversary of the Korean People's Army (KPA).
Some have speculated that Kim Yo Jong is being sent as part of the North Korean delegation in order to present a "warmer" image of North Korea.
North Korea's attendance is the result of the first high-level, inter-Korean diplomatic meetings in more than two years.
Pence is traveling to Seoul later Thursday as he seeks to ramp-up pressure on the North and to push back on its propaganda around the games.
But here it gets really bad: On Wednesday, it was announced that brutal dictator Kim Jong-un's sister, Kim Yo-jung, and Choe Hwi, another apparatchik of Kim's regime, will also attend the Olympics.
The Hwasong-14, a smaller missile, was first tested on July 4, 2017 to the surprise of North Korea experts, some of whom thought that an ICBM capability would continue to elude North Korea for years.
The Pyeongchang Organizing Committee is refraining for now from giving out a premium smartphone to athletes from North Korea and Iran, not to step over the global sanctions created to pressure their governments from developing nuclear weapons. February 8th is the 70th anniversary of the founding of North Korea's military.
"Perhaps North Korean Christians know better than the rest of us, that it is not a change of government that will bring peace, but the entry of the Prince of Peace into our hearts".
"We have to be very careful because North Korea is showing us what they want to show us", he said.
The concert takes place a day ahead of the Pyeongchang Olympics opening ceremony, where the two Koreas will march together under the blue-and-white Korean unification flag.
Aside from the sports officials, the group will be housed at Inje Speedium Hotel & Resort, a four-star luxury hotel roughly two-hours drive from the Olympic venue in Pyeongchang. "May the Olympics be a great celebration of sport and friendship", he concluded.
That's been a recurring issue with new U.S. sanctions on North Korea.