Yoon made the comments after a meeting with Polish President Andrzej Duda, who is visiting Seoul. He said that the two leaders agree that North Korea's actions "threaten global security beyond the Korean peninsula and Europe".
The USA, South Korea, and NATO confirmed on Wednesday that North Korean soldiers are in Russia.
"If these forces are deployed to Ukraine, it would mean a significant escalation of North Korea's support for Russia's illegal war", said NATO's spokesperson Farah Dakhlallah in a written statement.
According to South Korea's intelligence service NIS, North Korea plans to send a total of 10,000-12,000 soldiers to Russia by December. Currently, 3,000 soldiers from the country's special forces are said to be in Russia.
In parallel with Thursday's warning, members of the Russian lower house, the Duma, voted unanimously to approve a defense agreement between Russia and North Korea. It stipulates "mutual support" if either party is subjected to hostile action.