The soldier said he shot his platoon and squad chiefs to death, Yonhap news agency reported.
South Korean border guards said they heard shots along the western section of the Demilitarized Zone between the two countries around noon local time.
They confirmed the North Korean's desire to defect before escorting him to safety, said the South Korean Joint Chiefs of Staff.
He was being questioned by a team of related agencies.
Defections along the DMZ are rare because the border is heavily armed and tightly sealed.