US Secretary of State Rex Tillerson has warned that military action against North Korea would be "on the table" if Pyongyang elevated the threat level.

A US policy of strategic patience with North Korea has ended, Tillerson, who is on a multi-nation tour in Asia, said in South Korea on Friday.

"Let me be very clear: The policy of strategic patience has ended. We are exploring a new range of security and diplomatic measures. All options are on the table," Tillerson told a news conference in Seoul.

He said any North Korean actions that threatened the South would be met with "an appropriate response."

"If they elevate the threat of their weapons program to a level that we believe requires action, that option is on the table," Tillerson said when asked about military action.

Tillerson will travel to China on Saturday, where he is expected to try to convince Chinese leaders to pressure North Korea to abandon its nuclear program. China is North Korea’s main ally.

Tillerson, who had never served in the US’s diplomatic corps before becoming the country’s top diplomat, visited the Demilitarized Zone earlier on Friday, and looked across the heavily fortified border at armed North Korean guards.

The US military has just begun deploying an advanced missile system in South Korea known as the Terminal High Altitude Area Defense (THAAD), raising the ire of North Korea, China, and Russia.

Washington and Seoul claim that the missile system is for defense against North Korea, which has conducted numerous ballistic missile tests in the past, including most recently on March 6.