The statement also said they had agreed to "participate jointly" at international competitions including the 2020 Olympic Games in Tokyo.
The idea of a joint bid to host the Summer Games in 2032 was floated last week by Seoul's Sports Minister Do Jong-hwan.
Do said that co-hosting the Games would build on the success of this year's Winter Olympics in Pyeongchang, where North Korea's participation helped ease tensions on the peninsula.
(Writing by Peter Rutherford; Editing by John O'Brien)