The anonymous order for the £100 gift was spotted by the UK company because of its unusual postal address.
However, trade sanctions against Pyongyang meant the package was flagged and the delivery refused.
It is the first time the company has had to refuse a delivery worldwide.
Ewan Venters, of Fortnum’s, told the Mail: “The order came through during the middle of the night and the trading manager was then alerted to the report.
“It was then manually intercepted and a decision was made to decline the order based on trading sanctions placed on the recipient country.”
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While it is unknown who exactly ordered the Christmas present, very few people in North Korea have access to the internet or the funds to be able to afford the order.
The hamper ordered by the mysterious customer in Kim Jong-un’s hermit state is described as pleasing to ‘even the most discerning palate’.
It includes a cinnamon-dusted milk chocolate almonds and a bottle of Portuguese Dao Tinto red wine.
Fortnum & Mason are located in Piccadilly, London, but recently opened an outlet in South Korea which is likely to be why the unknown purchaser had heard of them.
Kim Jong-un’s communist state has had sanctions put in please to isolate the nation following their commitment to building nuclear weapons.
Over a number of years, the country has continued to test their nuclear capabilities.
Just days ago North Korea launched another missile test, which they then claimed meant they now had the capability to hit all of the US or UK with a nuclear weapon.
The North Korean missile was fired eastwards from the hermit state. The missile landed about 210km west of Japan’s Kyurokujima island, Tokyo said.
Japanese media reports the missile was in the air for 50 minutes – indicating a very high altitude flight path.
It travelled east for around 620 miles and to an altitude of 2,500 miles before crashing into the Sea of Japan.
The Korean Central News Agency made a statement following the missile test in which they bragged that they now had the ability to hit “all the US mainland”.
The spokesperson said: “As a responsible nuclear power and peace-loving state, the DPRK will make every possible effort to serve the noble purpose of defending peace and stability of the world.”