STORY: The Japanese government issued an emergency warning over its J-Alert broadcasting system for residents of the southern prefecture of Okinawa early on Wednesday morning.
Eyewitness video shows the siren echoing through streets, with parked cars and buildings seen in view.
The government warned residents to take cover indoors if they were outside.
It later said the missile would not fly to Japan's territory and lifted the warnings.
Air raid sirens also heard across the South Korean capital of Seoul around 6:32 a.m. (2132 GMT Tuesday) as the city issued a warning asking citizens to prepare for potential evacuation.
Later alerts said the city warning had been sent by mistake.