The warning came as a U.S. navy destroyer was tracking a North Korean ship suspected of attempting to transport illicit weapons to Burma. The pursuit is seen as the first test of sanctions passed by the UN Security Council as a response to Pyongyang's underground nuclear test in late May.
North Korea has said it would consider an interception to be a declaration of war. On Wednesday, it accused the U.S. of seeking to provoke another Korean War.
"If the U.S. imperialists start another war, the army and people of Korea will - wipe out the aggressors on the globe once and for all," the official Korean Central News Agency said.
The Korean War ended in a truce in 1953, not a peace treaty, leaving the peninsula in state of war.
In recent months, Pyongyang has sparked the fury of the international community by shunning six-party negotiations and resuming its nuclear program in defiance of the UN Security Council.
Meanwhile, reports emerged in South Korea that the North's leader, Kim Jong-il, appointed his son, Kim Jong-un, to head the country's spy agency to prepare him to inherit the leadership.
Seoul's Dong-a Ilbo newspaper reported that Kim ordered senior officials at the State Security Department in March to "uphold" his youngest son as head of the agency, while doling out foreign-made luxury cars to the officials as gifts.
The 67-year-old Kim reportedly suffered a stroke last year and has appeared gaunt in recently released photos, prompting further speculation about his health and the stability of the regime.
