Lord Alton has been speaking after President Trump said "severe things" may follow unless the country curbs its nuclear programme.
Addressing a crowd in Poland, he said: "It's a shame that they're behaving this way," he said of North Korea's leaders. "But they are behaving in a very, very dangerous manner, and something will have to be done about it."
The US has been considering a range of possible sanctions, economic measures and other steps in response to Pyongyang.
The response has been defended by Lord Alton.
Speaking on Premier's News Hour, he said: "It's pretty understandable that when you send back an American citizen comatose and he dies days later, then you choose American Independence Day to launch an inter-continental ballistic missile it's going to bring a hostile reaction from the United States.
"It's one provocation after another. North Korea has been drinking in the last chance saloon for a long time but I think we've now got to a very dangerous state of affairs."
The missile test earlier this week marked a major advancement for North Korea. Its claimed it brought the country closer to being able to mount a nuclear warhead on a missile that could hit American soil.
Urging people to pray for the situation, Lord Alton said: "People should be praying for North Korea - I certainly do - for those Christians especially who have been incarcerated in the gulags but pray also for a change of hearts and minds."
Meanwhile, South Korean warplanes and navy ships (pictured above) have fired a barrage of missiles into the waters during one-day drills aimed at boosting a readiness against a possible North Korean aggression.