The US had not requested talks with North Korea, but Pence left open the possibility of some contact although his message for denuclearisation remained unchanged.
North Korea has no intention of meeting US officials during the Winter Olympics that start in South Korea on Friday, state media reported, dampening hopes the Games will help resolve a tense standoff over the North's nuclear weapons programme.
US Vice President Mike Pence, who described North Korea as the world's most tyrannical regime, arrived in South Korea on Thursday ahead of the opening ceremony in the mountain resort of Pyeongchang, just 80 km (50 miles) from the heavily armed border with the reclusive North.
The ceremony will also be attended by a senior delegation of North Korean officials, including the younger sister of leader Kim Jong-un and the North's nominal head of state, Kim Yong-nam.
The sister, Kim Yo-jong, and her entourage will travel by private jet to Seoul's Incheon International Airport on Friday afternoon, North Korea informed the South.
That delegation will have lunch with South Korean President Moon Jae-in on Saturday.
"We have never begged for dialogue with the U.S. nor in the future, too," the North's KCNA news agency reported, citing Jo Yong Sam, a director-general at North Korea's foreign ministry.
The United States of America will soon unveil the toughest and most aggressive round of economic sanctions on North Korea EVER – and we will continue to isolate North Korea until it ABANDONS its nuclear and ballistic missile programs once and for all. #VPinASIA pic.twitter.com/djVd46dJlC— Vice President Mike Pence (@VP) February 7, 2018
"Explicitly speaking, we have no intention to meet with the U.S. side during the stay in South Korea... Our delegation's visit to South Korea is only to take part in the Olympics and hail its successful holding."
The United States had not requested talks with North Korea, but Pence left open the possibility of some contact although his message for denuclearisation remained unchanged.
Pence has said Washington would soon unveil "the toughest and most aggressive round of economic sanctions on North Korea ever" while South Korea wants to use the Olympics to re-engage with the North.
Hinting at more engagement with Pyongyang, Seoul said it would be open to discussing resuming tours to North Korea's Mount Kumgang once the security of tourists was guaranteed and conditions relating to North Korea's nuclear programme were met.
South Korean tours to the resort were closed after a South Korean tourist was shot by a North Korean guard there in 2008.
TRT World spoke with Seoul-based journalist Joseph Kim for the latest.
In Beijing, Chinese Foreign Minister Wang Yi told reporters all sides, not just the two Koreas, needed to work hard and dialogue between the United States and North Korea should be expanded for this to happen, Wang said.
"You can't have it that one person opens the door and another closes it," he said.
North and South Korea are technically still at war because their 1950-53 conflict ended in a truce, not a peace treaty. The North defends its weapons programmes as necessary to counter US aggression. The South hosts 28,500 US troops, a legacy of the war.
North Korea marked the founding anniversary of its army with a large military parade in Pyongyang on Thursday, its state media showed on Thursday, having last month changed the date of the celebration to the eve of the Olympics.
Kim Jong-un, in a black hat and matching coat, saluted troops while his wife walked beside him, television footage showed. One of Kim's close aides, Choe Ryong-hae, and Kim Yong-nam were also in attendance.
The North's state media also showed what appeared to be intercontinental ballistic missiles on launchers as thousands of North Koreans filled Kim Il Sung Square, named after Kim Jong-un's grandfather, in Pyongyang.
"We have destroyed the enemy's risk-taking provocations at every move," Kim Jong-un said in a speech. He did not mention the United States, which North Korea considers its main enemy and regularly threatens to destroy in a sea of flames.
Analysts said the parade seemed smaller than those of previous years, although it was still focused on the North's goal of strengthening its nuclear missile capabilities.
Trump has ordered Pentagon and White House officials to begin planning a military parade in Washington similar to the Bastille Day parade he witnessed in Paris in July, the Washington Post reported on Tuesday.
Pence will meet Moon on Thursday. On Friday, before he attends the Olympic opening ceremony, Pence will visit a memorial for 46 South Korean sailors killed in 2010 in the sinking of a warship that Seoul blamed on a North Korean torpedo attack.
The 28-year-old sister of the North Korean leader will be the first member of the Kim family to cross the border into the South. Kim Yo-jong is a propaganda official and was blacklisted last year by the US Treasury Department over alleged human rights abuses and censorship.
"By sending key figures like his sister, Kim Jong-un is aiming to send a signal to the South that it is giving more weight to inter-Korean ties while driving a wedge between South Korea and the United States," said Kim Sung-han, a former South Korean vice foreign minister.
Japanese Prime Minister Shinzo Abe will also attend the ceremony, adding to seating complications for the hosts.
South Korea has asked the United Nations for an exemption to allow a UN-sanctioned North Korean official, Choe Hwi, to attend the opening ceremony with Kim Yo Jong.
Pyongyang has yet to mention any change in their plans to send him, Seoul said.
The UN Security Council, which has slapped a series of sanctions on North Korea for its weapons programmes, imposed a travel ban and asset freeze on Choe last year when he was vice director of the Workers' Party of Korea Propaganda and Agitation Department.
A group of 280 North Koreans arrived in South Korea on Wednesday, including a 229-member cheer squad, taekwondo performers, journalists and the sports minister.