The Thaad system is designed to protect against threats from North Korea.
Hundreds of local residents protested against the deployment, as vehicles carrying equipment arrived at the site in the south of the country.
China argues Thaad will destabilise security in the region.
The US has in recent days deployed warships and a submarine to the Korean peninsula, amid fears North Korea could be planning further missile or nuclear tests.
The Trump administration, which has been urging China to rein in its ally, North Korea, is due to hold a classified briefing for senators on the situation at the White House later on Wednesday.
The Terminal High-Altitude Area Defense (Thaad) system is designed to intercept and destroy short and medium-range ballistic missiles during their final phase of flight.
"South Korea and the United States have been working to secure an early operational capability of the Thaad system in response to North Korea's advancing nuclear and missile threat," South Korea's defence ministry said in a statement.