The Foreign Affairs Department says it first learnt about an "unprecedented" letter North Korea sent to Australia when it appeared in a newspaper last week.
In the "open letter" sent to parliaments around the world, Australia was warned to distance itself from the United States.
The correspondence, from the Foreign Affairs Committee of North Korea's Supreme People's Assembly, described Pyongyang as a fully-fledged nuclear power and said any attempt by the United States to destroy it would be a big miscalculation and could lead to a "horrible nuclear disaster".
"Trump threatened to totally destroy the DPRK, a dignified independent and sovereign state and a nuclear power," the document said.
"It is an extreme act of threatening to totally destroy the whole world."
The letter, received on October 3 by Foreign Minister Julie Bishop, was sent via North Korea's embassy in Jakarta, without the knowledge of Australia's embassy there.
At a Senate Estimates hearing, senior Foreign Affairs Department officials confirmed they were unaware of the correspondence until it was released to the media by Ms Bishop.
"As soon as we found out the letter existed we took steps to find out where it came from and how, and we spoke both to our embassy in Jakarta and also the Foreign Minister's office," DFAT official Graham Fletcher told the committee.
Under questioning from Labor's Penny Wong, the head of DFAT's North Asia division said he did not know why the department was not alerted.
"I don't know. Normally it would have been passed on, I think there must've been an oversight for it not to have been," Mr Fletcher said.
Last week Ms Bishop revealed the existence of the letter, describing it as "positive" development.
"I see it as evidence that the collective strategy of imposing maximum diplomatic and economic pressure though sanctions on North Korea is working," Ms Bishop said.
