The first missiles were fired at 1 a.m. on Wednesday, the South Korean military said. Another missile was reportedly fired early Wednesday, local time in Sweden.
In connection with the incident, the Japan Coast Guard issued a warning to ships in the area.
On Monday, South Korea's president apologized for an incident in January when civilian drones flew into North Korean airspace.
South Korea regularly raises the alarm about missiles from its neighbor in the North, most recently in mid-March.
