Mr Park heads a worldwide coalition of Christian ministries and activists working to promote human rights in the North.
Before going off on his mission he said he had no wish for the US government to rescue him and that he would remain in North Korea until prison camps were closed.
The 29-year-old entered one of the most repressive nations in the world by crossing the frozen Tuman River from the Chinese side of the border.
A member of his group, who accompanied him to the border, said that as he crossed the river Park yelled that he was bringing the love of God with him.
“All was silent on the other side of the river. We assume he was arrested by North Korean border guards there. But we don't know about his fate,” the witness said.
In his letter to North Korean leaders, which was made public on Saturday, Park wrote, “"I proclaim Christ's love and forgiveness toward you today. God promises mercy and clemency for those who repent. He loves you and wants to save you and all of North Korea today.”
Park’s group, Freedom and Life for All North Koreans, said it plans to hold demonstrations in New York, South Korea, South Africa and Japan between 27 and 31 December.