North Korea on Wednesday fired about a dozen missiles in the direction of South Korea, and at least one landed near the rivals’ tense sea border.

South Korea retaliated by firing its own test missiles.

The launches came hours after North Korea threatened to use nuclear weapons to get the U.S. and South Korea to "pay the most horrible price in history" as it has intensified its fiery rhetoric targeting the ongoing South Korean-U.S. military drills that it views as an invasion rehearsal.

South Korea's Joint Chiefs of Staff said at least one of the missiles launched by North Korea landed less than 40 miles from the South Korean city of Sokcho on the east coast and 104 miles from Ulleung, where air raid warnings had sounded.

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"We heard the siren at around 8:55 am and all of us in the building went down to the evacuation place in the basement," an Ulleung county official told Reuters. "We stayed there until we came upstairs at around 9:15 after hearing that the projectile fell into the high seas."

The South's Joint Chiefs of Staff said President Yoon Suk-yeol had ordered a "swift response" to the North's latest attack.

North Korea has demanded the U.S. and South Korea end large-scale military exercises around the peninsula.

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This was the first time a North Korean ballistic missile had landed near South Korean waters, according to the South's Joint Chiefs of Staff.

"Our military can never tolerate this kind of North Korea's provocative act, and will strictly and firmly respond under close South Korea-U.S. cooperation," South Korea's Joint Chiefs of Staff said in a news release.

The U.S. and South Korea began one of their largest combined military air drills on Monday, called Vigilant Storm, with hundreds of warplanes from both countries staging mock attacks 24 hours per day.

North Korea has already test-fired a record number of missiles this year. The country has said a recent barrage of launches was in response to the military drills.

The Associated Press and Reuters contributed to this report.