The Joint Chiefs of Staff announced the launch but did not elaborate further, pending an analysis, Yonhap news agency cited the South Korean military as saying in a statement.
The allies kicked off the annual Ulchi Freedom Shield (UFS) exercise on Aug. 21 and it is set to end Thursday.
Pyongyang has long accused the allies’ military drills of being an invasion rehearsal against it.
South Korea and the United States also staged combined air drills, involving at least one U.S. B-1B strategic bomber, above the Korean Peninsula earlier in the day as part of the UFS.