The SM-3 Block IIA interceptor missile was launched from Hawaii on Wednesday, but failed to intercept its target, according to an anonymous US official.
The official said those involved in the launch, including developer Raytheon, were analysing why it failed.
It is the second test confirmed to have failed since rising tensions between the US and North Korea prompted the regime's leader Kim Jong Un to threaten using a nuclear-tipped intercontinental ballistic missile against the US mainland.
Another SM-3 Block test in June failed after the interceptor missile's self-destruct mechanism was accidentally triggered by a member of military personnel, although there was a successful test in early 2017.
The Missile Defense Agency confirmed that a test had taken place, but did not comment on its outcome.
"The Missile Defense Agency and US Navy sailors manning the Aegis Ashore Missile Defense Test Complex (AAMDTC) conducted a live-fire missile flight test using a Standard-Missile (SM)-3 Block IIA missile launched from the Pacific Missile Range Facility, Kauai, Hawaii, Wednesday morning," agency spokesman Mark Wright confirmed.
US defence officials are said to be looking for sites on the country's west coast to deploy new anti-missile systems.
The Missile Defence Agency is considering several locations to install a new Terminal High Altitude Air Defence (THAAD) interceptor system similar to the one which protects South Korea against a potential attack from the North, according to congressmen Mike Rogers and Adam Smith.
It comes amid renewed fears over the nuclear ambitions of Mr Kim, who earlier this week ordered the test of a new long-range missile said to be capable of striking the entire US mainland.
According to reports, a failed missile launch in North Korea hit one of its own cities during early January.
President Donald Trump has praised the United Nations for voting unanimously for tough new sanctions to be imposed on North Korea.
All 15 nations on the UN Security Council voted in December for further sanctions to be placed on the North after it tested a ballistic missile last month which Pyongyang claims could reach the US mainland.
The sanctions include drastically lowering limits on North Korea's oil imports.