Sailors aboard the USS John Paul Jones detected and tracked the missile in the prearranged test, the MDA said.
It's the second time such a test has been carried out and comes amid rising tension between the US and North Korea after Kim Jong-Un launched a missile over the north of Japan this week.
MDA director Lieutenant General Sam Greaves said it was a "key milestone" for US ships.
"We will continue developing ballistic missile defence technologies to stay ahead of the threat as it evolves," he said.
Trump said "all options are on the table" after the Japanese missile launch. However North Korea vowed it won't "flinch an inch" in the face of US threats and warned it was "the first step of the military operation of the [North Korean military] in the Pacific and a meaningful prelude to containing Guam".
Experts claim Kim Jong-Un's launch was calculated to ensure the country would look bold but not be so provocative as to directly threaten Guam. There are now fears ratcheting tensions could lead to a miscalculationt that could inadvertently spark a war.
The US has also carried out testing of its B61-12 gravity bombs, developed under the guidance of the National Nuclear Security Administration, in Nevada this week.
The guided bomb has been dubbed the "most expensive nuclear bomb ever made" capable of hitting targets more precisely than previous incarnations.
The test was of a non-nuclear version and used to evaluate an aircraft's ability to deliver the weapon. The B61-12 will replace four B61 bomb variants in the US nuclear arsenal. The first unit is scheduled for March 2020.
The US government considers it an upgrade rather than a new weapon in a move that means it doesn't violate an Obama administration pledge to create no new nuclear weapons.
The United Nations and global leaders unanimously condemned Kim Jong-Un's missile testing and are in the process of enforcing harsh economic sanctions against the rogue state.
On Wednesday, Australian Prime Minister Malcolm Turnbull said North Korea would lose any military contest "instantly".
"If the leader of North Korea continues down this provocative track, the risk of war gets greater all the time," he told A Current Affair.
"If he starts a war the reality, however, is he will lose it instantly. It would be a suicide note on his part," he said.
