We show that vacuum type N Kundt spacetimes in an arbitrary dimension admit a Kerr-Schild (KS) double copy. This is mostly done in a coordinate-independent way using the higher-dimensional Newman-Penrose formalism. We also discuss two kinds of non-uniqueness of an electromagnetic field corresponding to a given KS metric (i.e., its single copy) — these originate, respectively, from the rescaling freedom in the KS vector and from the non-uniqueness of the splitting of the KS metric in the flat part and the KS part. In connection to this, we show that the subset of KS pp-waves admits both null and non-null electromagnetic single copies. Since vacuum type N Kundt spacetimes are universal solutions of virtually any higher-order gravities and null fields in such backgrounds are immune to higher-order electromagnetic corrections, the KS-Kundt double copy demonstrated in the present paper also applies to large classes of modified theories.