The agency said the missiles hit all their targets, without disclosing the names of the missiles or their characteristics.
The tests came on the fourth day of the Great Prophet III military maneuvers involving Islamic Revolutionary Guard Corps (IRGC) naval and air units.
Iran has test-fired a series of long and medium-range missiles in the Persian Gulf and the Strait of Hormuz since the start of the war games.
The Iranian news channel Press TV said the IRGC had successfully test-fired various classes of missiles including shore-to-sea, surface-to-surface and sea-to-air missiles.
IRGC commander Mohammad Ali Jafari said on Thursday that the ongoing Iranian military exercises were a warning for any nation considering an attack on the Islamic Republic.
The Shahab-3 missile, launched on Wednesday, has a range of 2,000 km (1,240 miles) and enables Iran to strike at Israel, as well as U.S. bases in the Persian Gulf region.
The missile tests come after the Israeli Air Force conducted military exercises involving over 100 Israeli fighters in early June. The exercises were widely seen as a 'dress rehearsal' for an attack on Iranian nuclear facilities.
Iran has reacted to rumors of an imminent attack by Israel and/or the U.S. by promising to deliver a "powerful blow" to any aggressor and vowing to block the Persian Gulf and the Strait of Hormuz, cutting off the world's largest oil-exporting region.
The exercises provoked harsh criticism from the West, particularly the U.S., which demanded that Tehran cease work to develop ballistic missiles as potential vehicles for the delivery of nuclear weapons.
Iran is currently under three sets of relatively mild UN Security Council sanctions for defying demands to halt uranium enrichment, which it says it needs purely for electricity generation. The U.S. and other Western states have claimed that the program is geared toward the creation of nuclear weapons.