The short-range missiles were launched from Gangwon province.
The missiles flew for about 250km, South Korean officials said.
The missiles were tested amid high tensions between North Korea and the US, as the former had threatened to attack Guam, the latter's territory in the Pacific.
However, the latest gig failed to excite the US, military officials said.
South Korean Defence Ministry said that the missiles were first launched on Saturday morning at around 06:50.
The ministry also added that they are keeping a strict watch.
Commander Dave Benham of the US Pacific Command said that the drill was a failure.
"The first and third missiles... failed in flight. The second missile launch... appears to have blown up almost immediately," he said.
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