A ministry spokesman said that the missiles were fired off the east coast of North Korea.
North Korea often conducts short-range missile tests, correspondents say.
It has carried them out before to display its anger over the annual joint military drills.
Last year, the exercises led to an unusually sharp and protracted surge in tensions. The North threatened pre-emptive nuclear strikes, as nuclear-capable US stealth bombers flew practice runs over the peninsula.
North's 'displeasure'
South Korean officials said that the four missiles were fired on Thursday evening.
The South had tightened its vigilance and readiness in case of further missile launches or provocation from the North, they added.
Experts say that the test-firing of the four missiles - with an estimated range of about 200km (125 miles) - is unlikely to trigger a significant rise in military tensions.
US Pentagon spokesman Colonel Steven Warren said that such unannounced weapons tests happened "somewhat regularly".
US State Department spokeswoman Jen Psaki urged North Korea "to exercise restraint and take steps to improve its relations with its neighbours".
In Japan, top government spokesman Yoshihide Suga said that the country's alert levels would not change.
"At this point in time, we are not thinking that this has affected our country's security or that an emergency has happened," he said.
Analysts say the missile tests are mainly about the North expressing its displeasure over the US-South Korea military drills - which Pyongyang has condemned as provocative - and a recent UN rights report which described rights abuses in the North Korea as possible crimes against humanity.
The test also comes days after Seoul said a patrol boat from the North violated a disputed maritime border multiple times.
However relations between Seoul and Pyongyang are in fact enjoying something of a thaw, correspondents say.
Last week hundreds of North and South Korean relatives were allowed to see each other for the first time in decades at a reunion for families separated by the Korean War.
The reunions took place after North Korea in January called for better relations between the two sides, and overlapped with the US-South Korea drills, which began on Monday.
More than 12,500 US troops will take part in the exercises, which include Key Resolve, a computer-based simulation, and Foal Eagle, which involves air, ground and naval drills.
Pyongyang is opposed to the drills and has previously called them "exercises of war".
BBC
