The ramped-up tests come as leader Kim Jong Un pushes for a nuclear and missile program that can deter what he calls US and South Korean hostility toward the North.
The US and Japan have also requested a UN Security Council meeting on North Korea's tests.
Pyongyang regularly issues threats against its enemies, but Monday's launches were only the second time its missiles have come down in Japan's EEZ and represent a challenge for US President Donald Trump, who has described North Korea as a "big, big problem" and vowed to deal with the issue "very strongly".
The phone conversation was held after North Korea fired four ballistic missiles into the Sea of Japan on March 6.
But China's ambassador, Fu Cong, said Beijing firmly opposed the deployment of THAAD "and will take necessary measures to safeguard its own security interests".
While North Korea routinely test-fires missiles - including more than two dozen past year - the timing of these launches is particularly sensitive.
Screens have been set up at key areas at the site, probably to deter satellite surveillance, according to South Korea's Yonhap news agency.
He also stressed the importance of using all military capabilities to combat North Korea's ballistic missile threats.
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South Korea's Defense Ministry and U.S. Forces Korea said two interceptor-missile launch pads and other THAAD elements arrived Monday night at Osan Air Base in Pyeongtaek, 70 kilometers south of Seoul.
This move of North Korea has been criticized and described as "an extremely unsafe action" by the Japanese leaders.
Some of the missiles landed in waters as close as 300 km (190 miles) to Japan's northwest coast, Japan's Defense Minister Tomomi Inada said in Tokyo.
The South Korean military is analyzing the missile launches jointly with the US forces, maintaining a full defense readiness for any possible DPRK provocations, according to the JCS.
The decision to deploy the USA military's anti-missile defense system could worsen the fragile relationship between South Korea and China, Reuters reported.
Those options will soon be presented to Trump and his top national security aides, the report said quoting US administration officials.
North Korea has fired "multiple missiles" from its Tongchang-ri region where a missile base is located, South Korea's military says. "He said he wanted us to trust him as well as the United States 100 percent", he added.