The U.S. military says North Korea launched a missile Sunday morning, which blew up nearly immediately after launch.
Retailers in Seoul said there was no sign of any panic buying, with all goods still in plentiful supply, and South Korean social media more heavily discussed a discount on makeup than the US-North Korea row.
U.S. President Trump has called on Chinese President Xi Jinping to increase pressure on North Korea to make Pyongyang give up its nuclear and missile development programs.
H R McMaster indicated that Mr Trump was not considering military action for now, even as a nuclear-powered aircraft carrier strike group was heading for the region.
Pence plans to celebrate Easter with US and Korean troops on Sunday before talks on Monday with acting President Hwang Kyo-ahn.
The North has warned of a nuclear strike against the United States if provoked. He declined, instead wrapping up numerous questions about USA policy and Pence's visit to the DMZ into a long series of criticisms of the United States.
When asked if he had a message for North Korea, President Trump replied "Gotta behave".
A North Korean missile exploded during launch on Sunday, U.S. and South Korean officials said.
South Korea, which hosts 28,500 US troops, warned of punitive action if the launch led to further provocations.
Susan Thornton, acting US assistant secretary of state for East Asia, said Secretary of State Rex Tillerson and China's top diplomat, State Councilor Yang Jiechi, agreed in a phone call on Sunday on the need for strict enforcement of United Nations resolutions and for global action to press Pyongyang "to cease provocative actions and recommit to peaceful denuclearisation".
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This comes after last month's rally quickly turned into a bloody brawl between Trump supporters and Trump protesters. Police had placed a barrier of plastic orange poles and orange fence mesh between the two sides.
Pence told the military members that he had spoken twice with President Donald Trump during the day.
President Donald Trump has labeled North Korea a "problem" country and says it will be dealt with through a broad - and vague - set of options. He said Pence will try to balance reassurance with a willingness to respond if North Korea acts.
The missile launched earlier this month flew about 60 kilometres, but what U.S. officials said appeared to be a liquid-fuelled, extended-range Scud missile only travelled a fraction of its range before spinning out of control.
In a statement, Defense Secretary Jim Mattis says Trump and his military team "are aware of North Korea's most recent unsuccessful missile launch". China on Friday again called for talks to defuse the crisis.
Last year North Korea, which regularly fires off short-range rockets, launched a long-range missile and carried out two nuclear tests.
North Korea's Vice Foreign Minister Han Song-Ryol told the BBC that missiles would continue to be tested on "a weekly, monthly and yearly basis".
"It appears today's launch was already scheduled for re-launching after the earlier test-firing", said Kim Dong-yub, a military expert at Kyungnam University's Institute of Far Eastern Studies in Seoul.
The countries are working on a "range of options" in response to a failed missile test by the regime and growing tensions over its nuclear programme.
The White House has said Trump has put the North "on notice".
"Japan will closely cooperate with the US and South Korea over North Korea and will call for China to take a bigger role", Mr Abe told the Japanese parliament.
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