Brunson was moved to house arrest last week following almost two years in jail on terror-related charges but the change only increased tensions. "As do all the Americans being held by the Turkish government", he added.
Brunson, who ran a small church in Turkey for more than 20 years, was arrested in December 2016 over allegations of having helped a group that Ankara says was behind a failed military coup in July 2016.
Foreign Minister Mevlut Cavusoglu, who is set to meet US Secretary of State Mike Pompeo in the next few days, also warned that the move "will not go without response".
A leading Turkish opposition party wants to make it personal in the increasingly nasty clash between Ankara and Washington, saying Turkey should retaliate for economic sanctions imposed by the Trump administration by seizing the Trump Towers complex that are one of the most prominent features of the Istanbul skyline.
Erdogan, who is known for his sometimes provocative anti-Western rhetoric, has yet to comment.
Speaking about Turkey's relations with the U.S., Erdogan said: "We expect our joint works with the U.S. on Manbij will continue unaffected, [despite] other problems between us".
The lira hit a record low of 5.0934 to the dollar, recovering to trade at 5.0605 by 1434 GMT.
The pastor denies the charges while United States officials have publicly insisted that Brunson is innocent and should be freed. The penalties also bar any U.S. transactions with the two men.
Brunson, whose trial began in the spring, faces up to 35 years in jail if convicted.
The case has been followed closely by America's evangelical Christian community, a key part of President Trump's support base.
After Ankara launched an offensive in January supporting Syrian rebels against the Kurdish People's Protection Units (YPG) militia in its western enclave of Afrin in Syria, the United States called for restraint.
Asked if the issue threatened Turkey's membership of the North Atlantic Treaty Organization (NATO), Pompeo said: "Turkey is a NATO partner with whom the United States has every intention to continue to work with cooperatively".