The Times of Swaziland newspaper quoted King Mswati issuing the decree at his Easter meeting with local pastors at the Engabezweni Royal Residence.
King Mswati was also quoted telling the pastors to educate the people that there was no pulling out once they got married.
“In our culture, once you marry someone, there is no turning back,” the Times of Swaziland quoted King Mswati as saying.
The decree comes in the wake of the Swazi Attorney-General Office's drafting the Marriage Bill of 2017, which contains five grounds for divorce.
The existing Marriage Act of 1964 prohibits divorce.
The newspaper quoted King Mswati comparing marriage to a covenant with God, pointing out that it was wrong for people to break agreements made with the latter.
The Kingdom of Swaziland in southern Africa is one of the world's last remaining absolute monarchies.
It has, according to Unicef, the highest HIV/Aids prevalence rate in the world.
Some 210,000 of Swaziland's 1.2 million population were living with the HIV infection.
King Mswati III was crowned in 1986 at the age of 18, succeeding his long-serving father King Sobhuza II, who died at the age of 82.
The king, 49, who is known as Ngweyama - "the lion" - has many wives and often appears in public in traditional dress.
He is also permitted to choose a new bride every year.