U.S. Ambassador to the United Nations Nikki Haley said on Sunday the U.N. Security Council has run out of options on containing North Korea's nuclear program and the United States may have to turn the matter over to the Pentagon.

"We have pretty much exhausted all the things that we can do at the Security Council at this point," Haley told CNN's "State of the Union," adding that she was perfectly happy to hand the North Korea problem over to Defense Secretary James Mattis.

As world leaders head to the United Nations headquarters in New York for the annual General Assembly meeting this week, Haley's comments indicated the United States was not backing down from its threat of military action against North Korea.