Beijing will "follow through to the end" in the event "the US insists on taking advantage of the issue", the foreign ministry said in a statement, Reuters reported.
A US military jet on Feb. 4 shot down what Washington calls a Chinese spy balloon after it had crossed North America. Beijing says it was an errant weather-monitoring craft.
China's statement followed a meeting between top diplomat Wang Yi and US Secretary of State Antony Blinken on the sidelines of the Munich Security Conference.