Yonhap news agency reported the North Korean drone returned to the North on Wednesday shortly after the South fired.
South Korea's Defense Ministry couldn't immediately confirm the report.
The incident comes amid animosities between the two Koreas in the wake of North Korea's nuclear test one week ago.
South Korea's president earlier Wednesday urged North Korea's only major ally, China, to help punish Pyongyang's recent nuclear test with the strongest possible international sanctions.
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