North Korea sent a fax to South Korea on Thursday, threatening to "strike mercilessly without notice" after protests against the secretive regime this week in Seoul.

The message warned that North Korea would strike if "the provocation against our highest dignity is to be repeated in the downtown of Seoul."

Earlier this week, on the second anniversary of the death of former North Korean leader, Kim Jong Il, conservative protesters rallied in Seoul, burning effigies of the country's leaders as well as its flag. Such protests are common during North Korean festivals and anniversaries.

The South Korea's Ministry of National Defense said it sent a response.

"The reply was sent through wired message and in the fax message, we warned that if North Korea is to carry out provocation, we will firmly retaliate," said Kim Min-seok, the spokesman for South Korea's Ministry of National Defense.

He added that there have been no significant military movements in North Korea.

Pyongyang routinely threatens to retaliate after what it considers "provocations" including protests or balloon launches to the north by South Korean groups.

Relations between the Koreas have seesawed this year, verging on hostile earlier this year amid a nuclear test in February.

This month, the execution of Jang Song Thaek, an advisor and uncle of North Korea's current leader, Kim Jong Un unsettled its neighbors, prompting speculation about instability in the country's leadership.

CNN's Madison Park contributed to this article.