North Korea says large-scale military exercises by the United States and the South next week pose a big danger to the region.
About 20 ships and submarines and 100 aircraft will take part in four days of manoeuvres in the Sea of Japan.
The allies say the exercises are to deter North Korea from any future attack, after the sinking of a South Korean warship in March blamed on the North.
Pyongyang, which denies the attack, also says further US sanctions against it will violate a United Nations statement calling for an appropriate and peaceful response.
US Secretary of State Hillary Clinton announced the sanctions on Wednesday during a visit to South Korea.
Mrs Clinton gave few details of the sanctions, but said they would further tighten restrictions on arms sales and the import of luxury goods.
She said sanctions could be lifted if North Korea changed its behaviour.
An international inquiry blamed North Korea for sinking the Cheonan with the loss of 46 lives, but Pyongyang has denied any involvement.
At a news conference in Seoul, Mrs Clinton said the sanctions were not directed at the North Korean people but at the "misguided and malign priorities of their government".