Mr Pence's visit comes a day after North Korea displayed what appeared to be new intercontinental and submarine-launched ballistic missiles during a huge military parade in Pyongyang.
Washington has voiced concerns over Pyongyang's nuclear tests, but the North says such launches are an act as deterrence against a potential invasion by the USA or South Korea.
The missile was launched from the eastern coastal city of Sinpo, which is the site of a submarine base and where the North has tested the submarine-launched ballistic missile it is developing.
President Donald Trump's administration has said it is done negotiating with North Korean leader Kim Jong Un, and has been broadly telegraphing its willingness to launch pre-emptive strikes, despite the possibility North Korean retaliation could kill scores of people.
State television showed Kim, wearing a black suit and white shirt, clapping in delight along with senior government officials to acknowledge the thousands of soldiers and civilians taking part in the parade at Kim Il Sung Square in the capital, Pyongyang.
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It comes a day after the state warned the U.S. that it was "ready to hit back with nuclear attacks" amid mounting tension in the region.
Along with the deployment of the Naval aircraft carrier and other vessels into waters off the Korean Peninsula, thousands of USA and South Korean troops, tanks and other weaponry were also deployed last month in their biggest-ever joint military exercises.
British Foreign Secretary Boris Johnson on Saturday urged North Korea to abide by United Nations resolutions and stop its pursuit of nuclear weapons, as the reclusive state brandished its military might.
The Associated Press has quoted United States officials as saying the Trump administration will focus on working with China to raise pressure on North Korea rather than stepping in with military force. South Korean officials suspect the missile launched on Sunday could be of the same type.
US Vice-President Mike Pence is scheduled to arrive in Seoul on Sunday for a previously planned trip to Asia.
"We're prepared to respond to an all-out war with an all-out war".
Aside from improving the technology, North Korean missile and nuclear tests are seen by outside analysts partly as efforts to bolster the domestic image of leader Kim Jong Un and apply political pressure on Seoul and Washington.