Meanwhile, North Korea says it has no plans for talks with USA officials during the Games, Reuters reports, citing state media - "dampening hopes the Games will help resolve a tense stand-off" over nuclear weapons.
The younger sister of North Korean dictator Kim Jong Un is also heading to the Olympics. "And we will continue to stand shoulder-to-shoulder with the people of Japan, the people of South Korea, and our allies and partners across the region until we achieve the global objective of denuclearization of the Korean Peninsula", Pence said during his meeting with Abe.
The fact that Pyongyang is sending Kim Yo Jong, who is a senior North Korean official, to South Korea is another sign that tensions between the two countries may be thawing.
While Choe is the only member of the North Korean delegation blacklisted by the Security Council, South Korea asked the sanctions committee for broad approval to host the entire high-level delegation from Pyongyang between February 9 and 11, according to the request seen by Reuters on Wednesday.
Mr Pence watched Japanese troops demonstrate the simulated deployment of Japan's surface-to-air missile defence system, which would attempt to intercept a North Korean missile.