The agency said three anti-ship missiles believed to be outdated Soviet-made Styx with a range of 46 kilometers (28 miles) were fired late Friday as part of the exercise to check the performance of the missiles.
"It does not appear to have been aimed at provoking the South as the missiles were fired northeast toward North Korean land and from far north of the maritime border," the agency quoted an unidentified defense source as saying.
It is the second time the North fired short-range missiles this year in the Yellow Sea near the disputed maritime border with South Korea, known as the Northern Limit Line. On March 28, Pyongyang conducted a similar missile test approximately in the same area.
Early in May, the reclusive communist state warned that a new war on the Korean peninsula could occur should South Korea's conservative government continue aggravating tensions.
A three-year war hit the peninsula in 1950, and a truce was signed in 1953, but a peace treaty has yet to be concluded.
North Korea blames new South Korean leader Lee Myung-bak, who assumed office in February, for the current situation, saying he had put inter-Korean relations back 10 years.
In particular, North Korea has accused Myung-bak of rejecting all reconciliation and cooperation agreements between Seoul and Pyongyang, which were reached with difficulty by his Liberal Democrat predecessors.
In summer 2000, the first meeting between the two Korean leaders took place in Pyongyang, which entailed a period of reconciliation. The second summit in the fall 2007 outlined ways to expand cooperation, but December's victory by Lee Myung-bak at presidential elections led to a revision of the country's foreign policy.
Certain foreign observers fear an aggravation in relations could complicate North Korean disarmament - a slowly advancing process involving diplomats from the two Koreas, Russia, the United States, China and Japan.