They also came on the same day North Korea sent a letter to the US House of Representatives and another to 192 UN members and two observer states arguing against sanctions. The letter to UN members urges them to "reconsider any of their implementation activities until the legality" is clarified.
The latest US sanctions were condemned as a "heinous act against humanity" by the foreign affairs committee of the North's Supreme People's Assembly, according to a state media report.
US President Donald Trump warned in an interview with Reuters last month that a "major, major conflict" with the North was possible, but he would prefer a diplomatic outcome to the dispute over its nuclear and missile programmes.
Trump later said he would be "honoured" to meet the North's leader, Kim Jong-un, under the right conditions.
Choe was in Norway for so-called Track Two talks with former US government officials, according to Japanese media, the latest in a series of such meetings.
A source with knowledge of the latest meeting said at least one former US government official took part but the Trump Administration was not involved.
South Korea's Moon, elected this week on a platform of a moderate approach to North Korea, has said he would be willing to go to Pyongyang under the right circumstances and said dialogue must be used in parallel with sanctions to resolve the problem over North Korea's weapons.
North Korea has conducted five nuclear tests in defiance of UN and US sanctions and is also developing long-range missiles to deliver atomic weapons. It says it needs such weapons to defend itself against US aggression.