He was shot in the shoulder and elbow and was taken to a South Korean hospital, the Defence Ministry said.
Over the decades since the peninsula was divided, dozens of North Korean soldiers have fled to the South through the DMZ, which extends for two kilometers either side of the actual borderline.
An elite North Korean soldier stationed at the heavily guarded Demilitarized Zone made a bold bolt for freedom Monday, defecting to South Korea despite getting shot twice, the South's military said.
South Korea's National Intelligence Service (NIS) confirmed a USA citizen had attempted to enter North Korea via the DMZ, but would not give any further information.
It's unclear what the soldier's conditions are or why he chose to defect to the South.
"Currently, there are no unusual signs in the North Korean military, but we are increasing alertness against the possibility of North Korean provocations", officials told Yonhap News Agency.
Seoul says more than 30,000 North Koreans have defected to the South since the end of the Korean War in 1953.
File image of a North Korean soldier, centre top, looks at the southern side as South Korean soldiers stand guard at the border village of Panmunjom. The majority of defectors travel through China to defect to South Korea, according to Reuters.
A Louisiana man was arrested in South Korea apparently attempting to get into North Korea.
South Korea and the United States were also conducting joint military drills in the East Sea utilizing three US aircraft carriers.
Relations between the two sides have been tense for months, as the North stepped up its missile tests.
The training comes as Trump concludes his five-country Asia tour, meeting with Philippine President Rodrigo Duterte on Monday and attending the 50 anniversary of the Association of Southeast Asian Nations.