The North Korean soldier had walked across the Demilitarized Zone (DMZ) shortly after 08:00 (23:00 Wednesday).
He had emerged from thick fog at a checkpoint, said the South's military.
He is the fourth North Korean soldier to defect this year. The incident comes weeks after one of the most dramatic defections in recent times.
In that incident, on 13 November, a soldier was shot as he fled across to the southern side of the Joint Security Area (JSA) in the village of Panmunjom.
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On Thursday, South Korea's defence ministry said its soldiers had fired around 20 warning shots when border guards from the North approached the border, appearing to be searching for the North Korean soldier who had defected hours earlier.
The defection occurred along the border in Gangwon province, according to South Korea's national broadcaster KBS.
The soldier was taken into custody and Seoul is now investigating his intentions.
Very few North Korean defectors risk crossing to the South via the DMZ.
One of the world's most heavily guarded strips of land, the DMZ is a thin buffer zone between the two Koreas and is fortified on both sides with barbed wire, surveillance cameras, electric fencing and landmines.
Last month's defection saw a soldier drive a jeep right up to the border, in a dramatic escape captured on surveillance cameras.
He ran across to the South in a hail of bullets from North Korean guards.
Shot five times, the soldier collapsed in a pile of leaves on the South's side, and was later rescued by South Korean soldiers.
His recovery was closely tracked by South Korean media for every twist and turn of his medical condition. He was released from intensive care and is reported to have written a thank you note to the doctors who treated him.
In a separate announcement on Thursday, South Korea's unification ministry said two North Koreans found on a fishing boat in the South's waters had defected, reported Yonhap news agency.
[BBC SOURCES]
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