Russia, a traditional ally of North Korea's, may consider an evacuation of staff because of the tensions, Russian state media said.
The Swedish Embassy will remain open. It represents the concerns of the United States in North Korea and helps its citizens traveling there.
British, French and German diplomats also have no immediate plans to leave.
Meanwhile, U.S. Secretary of State John Kerry will visit Asia next week and is expected to discuss potential diplomatic incentives for North Korea once it stops its threatening rhetoric, senior administration officials told CNN on condition of anonymity.
"Secretary Kerry agrees that we have to have a robust deterrent because we really don't know what these guys will do," said one senior official, who was not authorized to speak on the issue.
"But he also knows that the North Koreans need a diplomatic off-ramp and that they have to be able to see it."
New reports of missile movements in North Korea have triggered military counteractions by South Korea and the United States.
South Korea's semiofficial Yonhap news agency reported that the missiles were ready to launch, citing military sources in Seoul. They are probably Musudan missiles, U.S. officials said. They would have a 2,500-mile range and could threaten South Korea, Japan and Southeast Asia.
It is believed that a North Korean missile launch would be a "test" launch rather than a targeted strike.
A U.S. official told CNN that two medium-range missiles have been loaded onto mobile launchers on the east coast of North Korea, but a second U.S. official said intelligence on that is not definitive. Both officials spoke on condition of anonymity because they are not authorized to publicly speak on the issue.
In response, South Korea has sent Aegis destroyers equipped with advanced radar systems to both of its coasts, Yonhap said, citing navy sources.
The United States will deploy missile defense systems to Guam, a Western Pacific territory that is home to U.S. naval and air bases. North Korea has cited those bases when listing possible targets for missile attacks.