On Saturday, North Korea will celebrate the Day of the Sun, marking the 105th birth anniversary of founder and former leader Kim Il-sung.
South Korea said the combined show of force "threatened the whole world".
"We will respond to an all-out war with an all-out war and a nuclear war with our style of a nuclear attack", said Choe, widely seen by analysts as North Korea's No. 2 official.
North Korea conducted two of such tests a year ago alone, which analysts say would have taken the country a step forward in gaining the knowledge to make nuclear weapons small enough to fit on long-range missiles.
The Trump administration still has not ruled out military options in dealing with North Korea, according to the Times, and on Saturday, North Korean officials continued its tough talk against the United States.
The United States has warned that a policy of "strategic patience" with North Korea is over.
Weapons analysts said they believed some of the missiles on display were new types of intercontinental ballistic missiles (ICBM). He has repeatedly said if China, North Korea's dominant trading partner, is unwilling to do more to pressure the North, the US might take the matter into its own hands.
"The missile blew up nearly immediately", Benham said.
An official said: "It's presumed to be a new ICBM".
The timing of the test, coinciding with Pence's trip and a day after the military parade, would suggest deliberate defiance. He was expected to join US and South Korean troops for Easter Sunday church services and a dinner later in the day.
A huge parade in Pyongyang was held amid speculation current leader Kim Jong-un could order a new nuclear test, BBC reports.
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His comments were the bluntest this week from China, which has been trying to steer between the Trump administration's demands for it to do more to stop North Korea's nuclear weapons program and its longstanding reluctance to risk a rupture with the North, its neighbor and longtime partner.
In his annual New Year's address, Kim said North Korea's preparations for an ICBM launch had "reached the final stage".
Weapons analysts said they believe some of the missiles on display were new types of intercontinental ballistic missiles, or ICBMs, including a solid-fuel missile created to be fired from a submarine, which would make it hard to detect. The report included no further details on the call between State Councilor Yang and Tillerson.
North Korea has reportedly launched a missile on its east coast which has failed.
A North Korean missile exploded during launch Sunday, U.S. and South Korean officials said, a high-profile failure that comes as a powerful U.S. aircraft supercarrier approaches the Korean Peninsula in a show of force.
Han said Trump's tweets have also added fuel to the flames.
North Korean school boys sing at the Mangyongdae Children's Palace on Friday, April 14, 2017, in Pyongyang, North Korea.
Chinese tourists in Dandong, a city bordering North Korea, piled on to ferries and speedboats today for cruises on the Yalu river and up-close views of North Korean border guards and villages.
In one particularly ominous statement, he said Pyongyang is ready to go to war if that's what Trump wants. Amid rising regional tensions, Pyongyang residents have been preparing for North Korea's most important hol.
In Pyongyang, there was a festive atmosphere at a flower show, with families out, taking pictures with North Korean-made smart phones.
"If it is a failure, then failure is the mother of success", he told Reuters.