Despite an initial government warning that a missile had overflown Japan, Tokyo later said that was incorrect.
Officials in South Korea and Japan said the missile may have been an ICBM, which are North Korea's longest-range weapons, and are designed to carry a nuclear warhead to the other side of the planet.
North Korea also launched at least two short-range missiles.
The launches came a day after North Korea fired at least 23 missiles, the most in a single day, including one that landed off South Korea's coast for the first time.
South Korea's Vice Foreign Minister Cho Hyun-dong and U.S. Deputy Secretary of State Wendy Sherman strongly condemned North Korea's series of missile launches as "deplorable, immoral" during a phone call on Thursday, Seoul's foreign ministry said.
After the first launch on Thursday, residents of Miyagi, Yamagata and Niigata prefectures in Japan were warned to seek shelter indoors, according to the J-Alert Emergency Broadcasting System.
Japanese Defence Minister Yasukazu Hamada later said the government had lost track of that missile over the Sea of Japan, prompting it to correct its earlier announcement that it had flown over Japan.
"We detected a launch that showed the potential to fly over Japan and therefore triggered the J Alert, but after checking the flight we confirmed that it had not passed over Japan," Hamada told reporters.
The first missile flew to an altitude of about 2,000 kilometers and a range of 750 kilometers, he said. Such a flight pattern is called a "lofted trajectory", in which a missile is fired high into space to avoid flying over neighboring countries.
In brief comments to reporters a few minutes later, Prime Minister Fumio Kishida said, "North Korea's repeated missile launches are an outrage and absolutely cannot be forgiven."
About half an hour after the launch was first reported, Japan's Coast Guard said the missile had fallen.
South Korea's Joint Chiefs of Staff said the long-range missile was launched from near the North Korean capital of Pyongyang.
About an hour after the first launch, South Korea's military and the Japanese coast guard reported a second and third launch from North Korea. South Korea said both of those were short-range missiles fired from Kaechon, north of Pyongyang.
After North Korea's launches on Wednesday, including one missile that landed less than 60 km (40 miles) off South Korea's coast, South Korean President Yoon Suk-yeol described the flights as "territorial encroachment" and Washington denounced them as "reckless".
South Korea issued rare air raid warnings and launched its own missiles in response after Wednesday's barrage.
The launches came after Pyongyang demanded the United States and South Korea stop large-scale military exercises, saying such "military rashness and provocation can be no longer tolerated".
It has said before that a recent flurry of missile launches and other military activities were in protest of those drills.
The allies have been conducting one of the largest air exercises ever, with hundreds of South Korean and U.S. warplanes, including F-35 fighters, staging around-the-clock simulated missions.
Seoul and Washington say the drills are defensive, and are needed to counter the North's threats.
On Oct. 4, North Korea launched a ballistic missile over Japan for the first time in five years, prompted a warning for residents there to take cover. It was the farthest North Korea had ever fired a missile.
Retired Vice Admiral and former Japan Maritime Self Defense Force fleet commander Yoji Koda said that the loss of radar tracking on the projectile on Thursday suggests it may have been a failed launch.
"Although the warhead came down in the Sea of Japan, debris, which would have been traveling at high speed, may still have passed over Japan," he said.
North Korea has had several failed ICBM tests this year, according to South Korean and U.S. officials.
Japan and South Korea have a history of mischaracterizing North Korean missile events, said Ankit Panda of the Carnegie Endowment for International Peace.
"Neither country has the highly reliable and desirable space-based infrared sensors available to the United States that allow for prompt detection of missile stages as they ignite," he said.