"If you're not concerned about AI safety, you should be. Vastly more risk than North Korea," Musk tweeted on Friday.
Musk's comments were in reference to his non-profit start-up, OpenAI, defeating several of the world's best players at a video game, reports The Hill magazine.
His comments also follow heightened tensions between the US and North Korea.
The communist regime has continued testing and expanding its nuclear programme, reporting this week that it can now fit nuclear warheads on missiles.