The diplomat was arrested in neighbouring Mozambique in May. Local media named him as Park Chol-jun.
North Korean embassy officials said he was sent home on 11 December.
Rhino horn is highly prized on the Asian black market, where it is believed to have medicinal properties.
South Africa’s News24 reported that the man was driving a car with South African diplomatic registration, containing 4.5 kg (nearly 10lb) of rhino horn and $99,300 in cash, at the time of his arrest.
News24 said police in Mozambique released him on $30,000 bail before letting him return to South Africa. He was given a month to leave South Africa in November, they said.
It is not the first time North Korean diplomats have been caught attempting to buy, sell or smuggle goods illegally. A North Korean envoy was expelled from Bangladesh for gold smuggling in March.
Several Vietnamese diplomats have also been caught buying, smuggling or receiving rhino horn in South Africa in recent years.
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