SEOUL—A North Korean ballistic missile “blew up almost immediately” after it was fired on Sunday morning, U.S. military officials said, less than a day after leader Kim Jong Unparaded a never-before-seen long-range ballistic missile through the streets of Pyongyang.

The missile was launched at 5:51 a.m. Seoul time from Sinpo, a site on North Korea’s east coast where it has a shipyard and last year claimed it tested a submarine-launched ballistic missile, said Cmdr. Dave Benham, a spokesman for U.S. Pacific Command in Hawaii....