This study empirically analyzed how consumers perceive the brand credibility of visual media products (films/dramas) and music products—the most representative entertainment products from Korea—in the Japanese market, which is the most profitable yet most under-researched market among the countries where the Korean Wave has taken hold. Specifically, this study sought to understand the impact of brand credibility of Korean visual media and music products on consumer perceptions in the Japanese market, and to explore what strategies Korean cultural content companies should implement for market entry into Japan. To test the hypotheses, a survey was conducted among consumers residing in the greater Tokyo metropolitan area, including Tokyo, Yokohama, and Chiba. The results are as follows. First, brand credibility of Korean entertainment products (visual media/music) was found to load onto two sub-dimensions among Japanese consumers: expertise and trustworthiness. Second, brand credibility of Korean entertainment products (visual media/music) was found to have a positive effect on perceived quality among Japanese consumers. Third, the hypothesis that brand credibility of Korean entertainment products (visual media/music) would have a negative (-) effect on perceived risk was not supported. Fourth, the credibility of the Korea brand was found to have a positive effect on information cost savings. Fifth, perceived risk of Korean entertainment products (visual media/music) was found not to have a negative (-) effect on perceived quality. Sixth, information cost savings for Korean entertainment products (visual media/music) were found to have a positive (+) effect on perceived quality. If Korean entertainment companies utilize the results of this paper when entering the Japanese market, they will be able to pursue more effective market strategies.