Japanese Prime Minister Shinzo Abe defended his visit to the controversial Yasukuni Shrine, where convicted war criminals from World War II are enshrined, saying he did not intend to hurt feelings in Japan’s neighbors.

“I had no intention whatsoever to hurt the feelings of people in China and Korea,” he told the World Economic Forum on Wednesday.

Mr. Abe said his visit last month to Yasukuni had generated a “major misunderstanding.” He insisted he went there to pay his respects to the dead from Japanese wars through history....