According to the History Institute of the DPRK Academy of Social Science, the base was found outside a temple in Pyongyang.
The report added that the ancient King Tongmyong - who founded Koguryo, a Korean kingdom - had seemingly owned the lair.
It said: "The discovery of the unicorn lair, associated with legend about King Tongmyong, proves that Pyongyang was a capital city of Ancient Korea as well as Koguryo Kingdom.
"A rectangular rock carved with words 'Unicorn Lair' stands in front of the lair.
"'The carved words are believed to date back to the period of Koryo Kingdom (918-1392). The temple served as a relief palace for King Tongmyong, in which there is the lair of his unicorn."
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