South Korea says key parts of a contentious US missile defence system have been installed a day after rival North Korea showed off its military power.

The work to set up the Terminal High-Altitude Area Defense system, or THAAD, within this year has angered North Korea, China and Russia, which see the system's powerful radars as a security threat.

South Korea said in a statement on Wednesday that unspecified parts of THAAD were deployed.

The statement said Seoul and Washington have been pushing to get THAAD working soon to cope with North Korea's advancing nuclear and missile threats.

South Korea's Yonhap news agency said six launchers, some intercept missiles and at least one radar have been deployed.

Washington and Pyongyang have been ratcheting up pressure on each other in recent weeks, with the United States sending a aircraft carrier group and nuclear submarine to the region and North Korea attempting more missile launches in defiance of layers of UN sanctions.

INFOGRAPHIC: A brief history of North and South Korea

North Korea said on Wednesday that leader Kim Jong-un had supervised the country's "largest ever" live-fire drill to mark the 85th founding anniversary of its military, with more than 300 large-calibre, self-propelled artillery guns demonstrating their firepower at an event on its east coast.

The firing drill came instead of a nuclear test or the launch of a long-range missile as feared amid pressure from the US and China, its sole major ally which has been irritated by Pyongyang's weapons development.

The US and South Korea agreed to deploy THAAD in response to the threat of missile launches by North Korea. However, the move has angered China, which is concerned that the system's powerful radar can penetrate its territory and undermine its security.

South Korea's defence ministry said some elements of the THAAD system were moved to the site on what had been a golf course in the county of Seongju in the country's southern region.

The US and South Korean militaries have been reluctant to publicly discuss the progress of the deployment as candidates in a May 9 presidential election debated whether the move should go ahead or be delayed until after the vote.

Television footage showed military trailers carrying large units including what appeared to be launch canisters being driven into the planned THAAD battery site, about 250km south of Seoul.

Images showed local protesters hurling water bottles at the vehicles and police trying to block them.

A US submarine designed to carry 150 Tomahawk cruise missiles entered a South Korean port on Tuesday as the USS Carl Vinson carrier group steamed towards the Korean waters in an effort to deter the North from a sixth nuclear test and more missile launches.

South Korea's navy has said it plans to hold a joint drill with the US strike group late this month.