Pence says North Korea's "provocation" is another reminder of the risks that United States and South Korean service members face every day "in the defence of the freedom of the people of South Korea and the defence of America in this part of the world".
"I don't think so, but I wouldn't rule it out", McCain told host Chuck Todd on NBC's "Meet the Press" on Sunday.
Ahead of Pence's arrival, North Korea's vice foreign minister told The Associated Press in an interview that Trump was the culprit of escalating tensions through his tweets and expansion of military exercises, arguing that the US was becoming "more vicious and more aggressive" under Trump compared to his predecessor.
South Korea said on Sunday North Korea's latest missile launch threatened the entire world, warning of a punitive action if it leads to further provocations such as a nuclear test or a long-range missile launch.
Former British Foreign Secretary Sir Malcolm Rifkind first suggested to the BBC that the USA could have been behind the failed attempt through an act of sabotage.
Saturday's parade combined with Sunday's failed missile launch made a sixth nuclear test increasingly likely, and if one was carried out, China would be compelled to support new sanctions against North Korea, the Global Times, an influential tabloid published by China's Communist Party paper said in an editorial.
The group brought ships that could shoot down missiles that North Korea has been testing.
In February 2012, the United States and North Korea announced an agreement in which the North would suspend operations of its Yongbyon uranium enrichment plant, allow worldwide inspectors to verify the suspension, and implement moratoriums on nuclear and long-range missile tests.
A North Korean missile exploded during launch on Sunday, U.S. and South Korean officials said.
"But at the same time, they have made steady progress while we have made agreement after agreement after agreement".
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There were no further details, and the office said it was analyzing the launch.
A White House foreign policy adviser traveling with Pence said no US response to the missile launch was expected because there was no need for the U.S.to reinforce the failure.
Pence's visit, full of Cold War symbolism, came amid increasing tensions and heated rhetoric on the Korean Peninsula. Pence says, "North Korea would do well not to test his resolve".
"We've seen the Chinese already take some initial steps", the official said, citing the turning back of the coal ships.
North Korea has conducted five nuclear tests, including two a year ago.
The status of the North Korean underground nuclear test program is unchanged, a senior USA defense official told CNN, and a test could come at any time.
North Korea has spent decades trying to develop operational nuclear weapons. "If they are unable to do so, the USA, with its allies, will!" he tweeted Thursday.
China banned imports of North Korean coal on February 26, cutting off its most important export. Recent satellite imagery suggests the country could conduct another underground nuclear test at any time. This matters because while North Korea regularly launches short-range missiles, it is also developing mid-range and long-range missiles meant to target USA troops in Asia and, eventually, the US mainland.
Along with the deployment of the USA aircraft carrier and other vessels into waters off the Korean Peninsula, thousands of US and South Korean troops, tanks and other weaponry were deployed last month in their biggest joint military exercises.
Pyongyang has carried out five nuclear tests -- two of them past year -- and multiple missile launches, one of which saw three rockets come down in waters provocatively close to Japan last month.