"The organ is carrying on its investigation and, at the same time, making a preparation for indicting them at a trial on the basis of the already confirmed suspicions," it said.
The US said on Monday that a Swedish envoy acting on behalf of Washington had visited the two journalists, but gave no details of their condition.
The KCNA report said consular officials would be allowed contact with the reporters during the investigation.
South Korea's Joong-Ang Ilbo newspaper said last week that the women had walked across the frozen Tumen river marking the northeastern border between China and North Korea while filming a programme on North Korean refugees.
The two journalists were working for Current TV, an online media company run by Al Gore, the former US vice-president, when they were detained.
Earlier reports suggested the two may have been seized after North Korean border guards crossed into Chinese territory.
The move comes amid mounting tensions between Pyongyang and Washington over a planned rocket launch by the North Koreans.
Pyongyang says it is putting a communications satellite into space, but the US, South Korea and Japan believe it is planning a long-range ballistic missile test.
They have warned North Korea that it could face increased sanctions if the launch goes ahead.