There are fears the student, identified only as Han, may have been forcibly taken back to North Korea to be executed.
South Korea's Yonhap news agency cited an unnamed source on Wednesday claiming Han was picked up by North Korean agents in Paris, but had dramatically escaped while being taken to the airport.
But he has not been seen since, and his escape could not be confirmed.
Han is the son of an aide to Jang Song-thaek, Kim's uncle who once considered the number two in the regime but who was executed in December on treason charges.
"I asked other students and faculty members about Han's whereabouts but nobody has seen him at least 15 days," a senior official at Han's school told Yonhap.
Han and nine other North Koreans have been studying at a prestigious architecture college in Paris since 2011 after being offered places by the French government.
Le Parisien newspaper reported on Friday that the other nine had also disappeared at the same time as Han, but had since reappeared.
A teacher at the school told Le Parisien that North Korean students were closely watched.
"There was often a suited Asian man who came to classes," said the teacher, who was not named.
"One time, a representative of the North Korean delegation in Paris wanted to resit the exams in the place of a student who had failed the year."
That student was "never seen again," the teacher added.
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