(Reuters) -- North Korea warned South Korea Sunday that it would shell islands close to their disputed sea border should there be a violation of territorial waters during a military drill reported to begin in the Yellow Sea this week.

The official KCNA news agency also quoted North Korea's military as urging civilians living on five islands near the disputed area to evacuate before the start of the military exercises on Monday.

North Korea has repeatedly threatened armed retaliation against South Korea's military exercises, but it is rare for Pyongyang to mention in advance anything about evacuation of civilians over such drills.

North Korea's military said that if South Korea starts a reckless military provocation in those waters, trespassing on the DPRK's inviolable marine demarcation line ... the KPA will promptly make merciless retaliatory strikes. (DPRK stands for Democratic People's Republic of Korea, and KPA for Korean People's Army.)

South Korean media last week reported South Korean and U.S. troops will stage a joint five-day anti-submarine exercise in the Yellow Sea beginning Monday.

There was no official confirmation of the exercises.

Both Koreas regularly conduct exercises near their disputed maritime border, raising the risk of a miscalculation by either side that could ignite a wider war.

In its warning on Sunday, North Korea said South Korea should not forget its shelling on the southern island of Yeonpyeong in November 2010, during which four people including two civilians were killed.

The attack on the island was the first on civilians since the end of the 1950-1953 Korean War. North Korea at the time said South Korea's military drill near the disputed western maritime border triggered its bombardment.

(Reporting by Sung-won Shim; Editing by Sanjeev Miglani)