"South Korea and the United States are aware of the North Korean missile launch and suspect it was a failure," said a spokesman for Seoul's military.
It is not clear how many missiles were fired or what type was being tested.
North Korea has conducted missile tests with increasing frequency and experts say this is likely to lead to advances in its missile technology.
Earlier this month, the North fired four missiles that flew about 1,000km (620 miles) landing in Japanese waters.
North Korea is banned from any missile or nuclear tests by the United Nations.