Moon, who assumed office May 10, ordered his national security office chief Chung Ui-yong to investigate the unreported THAAD launchers on Tuesday, Yonhap news agency reported.
In a phone call with Defense Minister Han Min-koo, Moon reportedly expressed "extreme shock" with the additional installation. The presidential Blue House said the military never reported the decision.
Moon's state affairs planning advisory committee said the defense ministry confirmed the deployment of two launchers on March 6, another two launchers on April 26, but the remaining four launchers that were brought in were not disclosed, according to Yonhap.
Seoul's military is denying they withheld information, News 1 reported.
A Blue House official who spoke on the condition of anonymity, however, said separate confirmations with deputy chiefs of national security indicate no clarifications were reported, according to News 1.
When asked whether the information may have been omitted in the middle of a government transition after Moon's election, the official said even 20 days after Moon's inauguration the report on the additional launchers was not provided.
Tensions continue to grow with North Korea's most recent missile test on Sunday, the firing of a short-range ballistic missile that flew a distance of about 250 miles and landed in Japan's exclusive economic zone.
The provocation is prompting the Pentagon to test an upgraded long-range interceptor missile, according to CNN.