The exercises, involving more than 300,000 personnel, are an annual event and always generate tension. According to BBC.
The order for a “pre-emptive nuclear strike of justice” was made in a statement put out by Pyongyang.
Such rhetoric is not uncommon, and experts doubt the North’s ability to put nuclear warheads on its missiles.
North Korea sees the annual US-South Korean war games as a rehearsal for invasion.
North Korea says the annual joint military exercises are preparations for an invasion of its territory.
Last year, it threatened to turn Washington into a “sea of fire”.
The South’s defence ministry has warned Pyongyang against any “rash act that brings destruction upon itself”.
“If North Korea ignores our warning and makes provocations, our military will firmly and mercilessly respond to it,” said spokesman Moon Sang-gyun.
These latest exercises – called Foal Eagle and Key Resolve – will involve about 300,000 South Korean troops and 15,000 US personnel, the largest ever such operation.
They come just days after the UN passed new sanctions against North Korea following its recent nuclear test and rocket launch.
The US and South Korea on Friday also began formal talks on the deployment of the US missile defence system to the peninsula, a move strongly opposed by North Korea, Russia and China.
Beijing says the Thaad anti-missile system compromises its security and would undermine its nuclear deterrent.