THAAD can shoot down short, medium and intermediate ballistic missiles at incredible speed and altitude, and has been used by the U.S. for years to protect its military units.
"We once again warn the enemies that it is the steadfast will of the KPA to make merciless retaliatory strikes to reduce South Korea to a sea in flames and debris once an order is issued," KCNA cited the Korean People's Army as saying.
South Korea condemned these tests, calling it a "clear violation of U.N. Security Council Resolution."
A security threat?
China and Russia also see THAAD as a security threat and voiced strong concerns.
"Any excuse for the deployment (of THAAD) would be unjustified," Chinese Foreign Minister Wang Yi said Saturday, according to official media.
He also urged related parties to "act in an appropriate manner and avoid committing a serious mistake."
South Korea has reiterated that THAAD is purely defensive in nature and will solely be used against North Korea's nuclear and missile threats.
Speaking to senior presidential secretaries, South Korean President Park Geun-hye said Monday that North Korea's threats are "life-threatening issues" against the future and life of Korean people.
"There is no reason for us to use THAAD against or intrude security interests of a third party country besides North Korea," she added.