The KCNA reported that North Korea told U.N. officials that current situation on the Korean Peninsula is due to the United States' threat and its wish to launch a nuclear attack against North Korea first.
"They exchanged views on the Korean Peninsula and agreed that the current situation was the most tense and risky peace and security issue in the world today", UN Secretary-General spokesman Stephane Dujarric said in a statement on Saturday.
Their meeting came at a particularly tense time - a week after North Korea tested an advance long-range missile and South Korea conducted military drills with its ally, the United States.
Feltman arrived in Pyongyang on Tuesday, and during his visit met senior North Korean officials, including Foreign Minister Ri Yong-ho, reports Efe news.
Feltman emphasised the need for the full implementation of UN Security Council resolutions and that the global community was committed to achieving a peaceful solution.
North Korea's state media described the drills as "joint air war exercises targeting the DPRK", a reference to North Korea's official name, the Democratic People's Republic of Korea.
Tensions over the North's weapons programme were raised further after a fresh ballistic missile test last week.
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North Korean state media earlier said current tensions were "entirely ascribable to the U.S. hostile policy".
A suspension of nuclear and missile tests would be a "good first step", says Joseph YunJoseph Yun, the senior United States representative for North Korea Policy, said a "60-day plan" for dialogue with Pyongyang is still valid.
North Korea is also concerned about the effects worldwide sanctions have had on the delivery of humanitarian aid.
"North Korea needs security guarantees, especially when Washington is about to withdraw from the Iranian nuclear deal", he said.
The U.N. officials responded that they will help ease tensions on the Korean Peninsula by following the U.N. Charter, which states the organization's mission of maintaining worldwide peace and security, the KCNA added.
A senior United Nations official left Pyongyang on Saturday after four days of talks with the North Korean Foreign Ministry.
Despite calls from other world leaders for restraint, this year has seen US President Donald Trump and North Korean leader Kim Jong-un hurl insults at each other, both at one time saying the other was mad. "He said that all parties need to make efforts to ease the situation and bring the situation out of the "black hole" of confrontation".