Tensions in the region have increased lately, with both North and South Korea conducting military exercises.
North Korea is believed to be continuing efforts to miniaturise nuclear warheads and fit them on long-range missiles capable of reaching the US.
It is not known what kind of missile was unsuccessfully launched on Saturday, however, one official told Reuters it was probably a medium-range missile known as a KN-17.
The land-based, anti-ship ballistic missile has already had two failures, but its message is that US, South Korean and Japanese ships should beware.
Meanwhile, an American aircraft carrier - the USS Carl Vinson - has reportedly arrived in the region after it was sent to the Korean peninsula as part of Mr Trump's "armada".
The South Korean Joint Chiefs of Staff (JSC) said in a statement that the "unidentified missile" was fired "from a site in the vicinity of Bukchang in Pyeongannam-do (South Pyeongan Province)" early on Saturday.
Commander Dave Benham, a spokesman for US Pacific Command, also said the launch had occurred near the Bukchang airfield.
He added that the missile did not leave North Korean territory.
After Saturday's failed launch, the Japanese government condemned the test and said it had lodged a strong protest with North Korea through its diplomatic channels.
Are the missile failures unusual?
North Korea has had two failed missile launches this month - but that does not mean they will always fail, an expert has said.
Jeffrey Lewis, a scholar at Middlebury Institute of International Studies at Monterey, told the BBC this was to be expected when testing a new missile as there was such a variety of things which could go wrong.
"Every time you have a new missile there are going to be growing pains," he said. "There is nothing unusual if it is new missiles.
"It will fail until it doesn't.
"In fact, the [American] rocket which put Alan Shepard [the first US man] in space was known as 'Old Reliable', but it failed nine out of 10 of its first tests."
Data collected by his institute also suggested North Korea's old missiles "work just fine", he added.
Mr Lewis also rejected suggestions a US cyber attack might have been behind the recent failures, pointing to successful launches in Iran.
"If they are hacking the North Koreans, they would be hacking the Iranians," he noted. SOURCE ► WBP ► BBC