The shelling lasted about 15 minutes and none of the shells reached South Korean waters. Around 50 shells were fired at two locations.
"The South Korean military is currently monitoring North Korean artillery units, while maintaining high military readiness," said a spokesman from the South's joint chiefs of staff.
The drills came five hours after North Korea notified the South's Defense Ministry by fax. Last time the North engaged in these drills, the two countries exchanged artillery shells over the border.
The latest drills come during escalated tensions between the two adversarial countries, after North Korea called South Korean President Park Geun-hye a "despicable prostitute" and a "comfort woman" for U.S. President Barack Obama, who was visiting the South. During this trip, Obama called on the North to abandon their nuclear program and threatened further sanctions.
South Korea has reported "a lot of activity" happening at the North's nuclear sites and fears it will lead to the country's fourth nuclear test.