Residents have expressed opposition to the plan, saying it makes Seongju a potential target.
The US and South Korea decided to put the system there after months of increasing tensions with North Korea.
North Korea launched its fourth nuclear test this January and has run other missile tests since then.
But residents of Seongju – some 300km (186 miles south of the capital Seoul) – fear they could bear the brunt of retaliation, which North Korea has already threatened. They held signs and chanted “No Thaad!”.
The Terminal High Altitude Area Defense (Thaad) system is designed to shoot missiles out of the air.
South Korean president Park Geun-hye said on Monday: “Thaad is a self-defensive measure we’ve decided to deploy to protect the lives of our people from North Korea’s reckless provocations.”
