It did not reveal the type of missile or provide other details.
Senior MOD spokesperson Yang Yujun went on to say that the PLA would continue with its "real battle-oriented exercises" and "tests of new weapons".
Dong Feng-26 missiles seen during a military parade in Beijing.
Washington and Seoul agreed to the Terminal High Altitude Area Defense (THAAD) battery deployment in July in the wake of North Korean missile tests.
China today said it has tested a new guided missile in the Bohai Sea near the Korean peninsula to raise the operational capability of its armed forces and "effectively respond to threats" to national security.
It just said the test was carried out recently.
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The announcement came as South Koreans elected left-leaning former human rights lawyer Moon Jae-In in a presidential election held after a scandal led to the impeachment of the country's previous leader.
The operation was created to "enhance the combat skills of the forces" to safeguard national security, the brief statement said.
The test was carried amid China's vociferous protests over United States deployment of THAAD interceptor missiles in South Korea, whose powerful radars could see through most part of China including its missile development programme. THAAD became operational last week, achieving "initial intercept capability", according to NBC News.
In April, China's foreign ministry said THAAD undermines national security interests and warned "necessary measures" would be taken in response to the deployment. Moon's parents were refugees from the North and his election could perhaps strain relations with the USA, with President Donald Trump and Secretary of State Rex Tillerson each calling for a tougher line against the North and leader Kim Jong Un.
Chinese state-run media have called for harsher sanctions against the North in the event of a fresh atomic test, prompting Pyongyang's official news agency last week to issue a rare and stinging denunciation of its chief ally.
"China had better ponder over the grave consequences to be entailed by its reckless act of chopping down the pillar of the DPRK-China relations", KCNA said in a commentary.