Pyongyang says any territorial violations during annual US-South Korea military exercises will be met with force.
North Korea has arrested a US citizen, officials say, in the latest case of an American being held in the country.
The Swedish embassy in Pyongyang said it was aware of a Korean-American citizen being detained on Friday, but could not comment further.
The embassy looks after consular affairs for the US in North Korea because the two countries do not have diplomatic relations.
South Korea’s Yonhap News Agency, citing unnamed sources, reported that a Korean-American man was arrested on Friday at Pyongyang’s international airport while trying to leave North Korea.
It said the man, in his late 50s and identified by his surname, Kim, has been involved in aid and relief programmes to North Korea and was a former professor at the Yanbian University of Science and Technology in China.
The reported arrest comes as tensions rise between North Korea and the US over North Korea’s nuclear and missile programmes.
South Korea’s unification ministry and its intelligence agency both said they were unable to confirm the report.
BJ Kim, professor of international studies at Hankuk University of Foreign Studies in Seoul, told Al Jazeera that North Korea will most probably use the arrest of the American to its advantage.
“The North Korean government regards the people who are trying to help North Koreans from the inside as a threat. This arrest could be an effort to increase their leverage in possible future negotiations,” he said.
At least two other Americans are currently detained in North Korea.
Last year, Otto Warmbier, then a 21-year-old University of Virginia student from suburban Cincinnati, was sentenced to 15 years of hard labour in prison after he confessed to trying to steal a propaganda banner.
Kim Dong-chul, who was born in South Korea but is also believed to have US citizenship, is serving a sentence of 10 years for espionage.
At least one other foreigner, a Canadian pastor, is also being detained in North Korea.
Hyeon Soo-lim, a South Korean-born Canadian citizen in his 60s, was convicted and sentenced to life in prison in 2015 on charges of trying to use religion to destroy the North Korean system and helping US and South Korean authorities lure and abduct North Korean citizens.
Under leader Kim Jong-un, North Korea has stepped up its programmes, carrying out two nuclear tests and launching some 20 ballistic missiles last year alone.
On Saturday, North Korea once again threatened to launch “full-out war” with nuclear weapons, amid reports of the imminent arrival of an American naval strike group off the Korean Peninsula.
The USS Carl Vinson will arrive in the Sea of Japan within days, US Vice President Mike Pence said on Saturday, after mixed messages from the US over the warship’s whereabouts.