The North Korean foreign ministry said US officials seized a diplomatic package from its delegation at John F Kennedy International Airport on Friday as the diplomats were about to fly home, according to the state news agency.
"As the diplomats vigorously resisted, they grabbed the diplomatic package using physical violence and made off," the ministry was quoted as saying.
North Korea, a one-party state that maintains prison camps and has a dire record on human rights, has for decades pursued a nuclear weapons programme, despite global condemnation and successive rounds of UN sanctions.
US President Donald Trump has made "solving" the peninsula's problem a top priority for his administration.
The North Korean delegation was in New York to attend the Conference of States Parties to the Convention on the Rights of Persons with Disabilities, the KCNA report said.
It added that the ministry also asked the international community to "seriously reconsider" New York as a venue for major international events.
"If the US fails to give its due response to our demand which is all too reasonable and fair, it will be totally responsible for all the consequences to be entailed," the ministry was quoted as saying.