Foreign AffairsMinister Gerry Brownlee condemned the missile launch, saying it came hot on the heels of threatening rhetoric by North Korea towards the United States and Japan.
The Ministry of Foreign Affairs and Trade (MFAT) has updated its travel advisory for Japan and South Korea in light of the ongoing tensions in the region.
MFAT last week warned that further missile test and provocations were possible.
"Tensions on the Korean Peninsula could escalate with little warning and New Zealanders in Japan are advised to monitor the media to stay informed of any developments and follow any alerts and instructions issued by the local authorities."
The latest missile launch followed previous launches by North Korea on August 26 and 29, and its most powerful nuclear test yet on September 3.
The nuclear test led to a new round of sanctions from the United Nations, which banned textile exports from North Korea and set a cap on how much oil the country could import.