North Korea has described a break-in at its embassy in Spain last month as a “grave terrorist attack”.
In its first official comment, Pyongyang called for an investigation and said it was closely watching rumours that the FBI had played a role.
On Wednesday a group committed to ousting North Korean leader Kim Jong-un, the Cheollima Civil Defense, said it carried out the raid.
The group took computers and data and said it gave its evidence to the FBI.
At least two international arrest warrants have been issued for the main suspects.
What happened in the raid?
Spanish authorities say one of the group, named as Adrian Hong Chang, gained access by asking to see the commercial attaché, whom he claimed to have met previously to discuss business matters. His accomplices burst in once he was inside.
The group are accused of interrogating the attaché and trying to persuade him to defect. When he refused, they left him tied up in the basement.
Two other members of the break-in group were named as US citizen Sam Ryu, and a South Korean, Woo Ran Lee.