The weapons test, the thirteenth from the country this year, comes when the United States and South Korea plan a military exercise starting on Monday.
North Korea's state news agency KCNA says the test was successful, but not when or where it took place.
South Korea says it has observed two projectiles late on Saturday, local time.
Analysts say the weapon tested this weekend appears to have been a new short-range ballistic robot.
Analysts have expected some kind of nuclear test from Pyongyang when it was celebrated on Friday that North Korea's founder Kim Il Sung was born 110 years ago.