President Barack Obama criticized Sony Pictures Friday for pulling a movie out of theaters in response to a cyber attack U.S. officials blame on North Korea, saying it sets a bad precedent and could encourage further censorship.

Mr. Obama, speaking at his final press conference of the year, said he was sympathetic to the problem Sony faced but said, "Yes, I think they made a mistake."

He also said the U.S. would hit back at North Korea, but declined to say how or when.

"They caused a lot of damage, and we will respond. We will respond proportionately, and we will respond in a place and time and manner we choose," the president said.

The president's comments came hours after the Federal Bureau of Investigation announced evidence pointing to the North Korean government as the culprit behind a hack that exposed internal Sony emails and made threats against theaters that offered the film "The Interview," a dark comedy about a plot to kill North Korean dictator Kim Jong Un.

"We cannot have a society in which some dictator someplace can start imposing censorship here in the United States, because if somebody is able to intimidate folks out of releasing a satirical movie, imagine what they start doing when they see a documentary they don't like, or news reports they don't like," Mr. Obama said.

Write to Devlin Barrett at devlin.barrett@wsj.com

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