She is an elder sister of Kim Hye Gyong, a marathoner of the same sports team, who proved successful in national and international games. They are twin sisters born in Sariwon, North Hwanghae Province.

Kim Hye Gyong came first in the half marathon of the 2013 Singapore Women's Race and Kim Hye Song second. The twin sisters also took the first and second places in the first-class race of the IAAF-27th Mangyongdae Prize Marathon.

Kim Hye Gyong won gold medals at the 15th Asian Marathon Championship and the 2015 Hong Kong Marathon.

When interviewed by KCNA in a training field, Kim Hye Song said that she would live up to the expectation of the country and people with good results in tournaments.