Journal of Discourses, Orson Pratt 16:42

The question may arise here—”Will it be possible for men to sin during the Millennium?” Yes. Why? Because they have not lost their agency. Agency always continues wherever intelligent beings are, whether in heaven, on the earth, or among any of the creations that God has made; wherever you find intelligent beings, there you will find an agency, not to the same extent perhaps, under all circumstances, but yet there is always the exercise of agency where there is intelligence.

Scriptural Teachings of the Prophet Joseph Smith :268-269

There will be wicked men on the earth during the thousand years. The heathen nations who will not come up to worship will be visited with the judgments of God, and must eventually be destroyed from the earth.