"At the direction of the Secretary of Defense, US European Command deployed a THAAD system to Israel in early March," the statement said.
The move is intended to demonstrate the United States' ongoing commitment to Israel's security, the statement added.
As part of the deployment, US service members will work in different locations in Israel to help local military forces align their existing air and missile defence architecture with the THAAD system.
The exercise will allow the US military to incorporate key capabilities stationed in the country and Europe with its partners in the Israeli military, EUCOM said.
The THAAD system, considered one of the most advanced in the world, will be added to the existing Israeli air defence. The latter currently includes the Iron Dome, designed to shoot down short-range rockets and the Arrow system.
Commenting on the exercise, IDF Spokesperson Brig.-Gen. Ronen Manelis specified the US anti-ballistic missile battery would be deployed in the south of the country and that about 200 American servicemen would participate in the drills.