"India has taken note of it and is in touch with our mission. We will take an appropriate decision in time," official spokesperson in the Ministry of External Affairs Syed Akbaruddin said.
North Korea had warned yesterday that it could not guarantee the safety of diplomats after next Wednesday and asked embassies to consider moving staff out of the country.
The message to diplomats came as tensions in the region continued to escalate despite international efforts to defuse the situation.
The US flew nuclear-capable B2 and B52 bombers over the South as part of the drill, and has since deployed warships with missile defence systems to the region.