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Let $q$ be a prime power and, for each positive integer $n\ge 1$, let $\mathbb F_{q^n}$ be the finite field with $q^n$ elements. Motivated by the well known concept of normal elements over finite fields, Huczynska et al (2013) introduced the notion of $k$-normal elements. More precisely, for a given $0\le k\le n$, an element $α\in \mathbb F_{q^n}$ is $k$-normal over $\mathbb F_q$ if the $\mathbb F_q$-vector space generated by the elements in the set $\{α, α^q, \ldots, α^{q^{n-1}}\}$ has dimension $n-k$. The case $k=0$ recovers the normal elements. If $q$ and $k$ are fixed, one may consider the number $λ_{q, n, k}$ of elements $α\in \mathbb F_{q^n}$ that are $k$-normal over $\mathbb F_q$ and the density $λ_{q, k}(n)=\frac{λ_{q, n, k}}{q^n}$ of such elements in $\mathbb F_{q^n}$. In this paper we prove that the arithmetic function $λ_{q, k}(n)$ has positive mean value, in the sense that the limit $$\lim\limits_{t\to +\infty}\frac{1}{t}\sum_{1\le n\le t}λ_{q, k}(n),$$ exists and it is positive.