SEOUL (Reuters) - North Korean leader Kim Jong Un said his country would soon conduct a nuclear warhead test and test launch ballistic missiles capable of carrying nuclear warheads, the official KCNA news agency reported on Tuesday.

Kim made the comments as he supervised a successful simulated test of atmospheric re-entry of a ballistic missile that measured the "thermodynamic structural stability of newly-developed heat-resisting materials," KCNA said.

"Declaring that a nuclear warhead explosion test and a test-fire of several kinds of ballistic rockets able to carry nuclear warheads will be conducted in a short time to further enhance the reliance of nuclear attack capability, he (Kim) instructed the relevant section to make prearrangement for them to the last detail," the agency said.

The report comes amid heightened tensions on the Korean peninsula as South Korean and U.S. troops stage annual military exercises that Seoul has described as the largest ever. The North has issued belligerent statements almost daily, after coming under new United Nations sanctions.

The United Nations Security Council imposed a new resolution to tighten sanctions against the North after a nuclear test in January and the launch of a long-range rocket last month.

U.S. and South Korean experts have said the general consensus was that North Korea had not yet successfully miniaturized a nuclear warhead to be mounted on an intercontinental ballistic missile. More crucially, the consensus is that there have been no tests to prove it has mastered the re-entry technology needed to bring a payload back into the atmosphere.

Kim said last week that his country had indeed miniaturized a nuclear warhead, however.

The North, which has conducted four nuclear tests, also claims to have successfully tested a hydrogen bomb in January, but most experts said the blast was too small to back up the assertion.

The North also says the satellites it has launched into orbit are functioning successfully, although that has never been independently verified.

(Reporting by Jack Kim and Ju-min Park; Editing by Tom Brown)