The blast at Ryongchong Station, 50 km north of Pyongyang, occured hours after North Korean leader Kim Jong-il passed through the station returning from from Beijing.
South Korea Defense Ministry spokesman Kwon Ki-joon, said that "several projectiles" flew about 1,000 kilometers.
North Korean leader Kim Jong-Un's half brother was assassinated with a lethal nerve agent manufactured for chemical warfare and listed by the UN as a weapon of mass destruction, Malaysian police said on Friday.
North Korea has threatened to go to war against South Korea a day after the latter fired dozens of artillery rounds across the rivals' border in response to what it said were several rounds of Pyongyang's artillery launched at the South.