The state is the first to bring back the Cold War-era warning system, Hawaii emergency management officials said.
The wailing siren sounded for a minute after the usual testing of the steady alert for tsunamis and other natural disasters that Hawaii residents are used to hearing.
There was little reaction from people on famous Waikiki Beach, where the test sounded like a distant siren.
"We believe that it is imperative that we be prepared for every disaster, and in today's world, that includes a nuclear attack," Governor David Ige said this week, adding that the possibility of a strike is remote.
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The test comes the same week that North Korea fired a powerful nuclear-capable intercontinental ballistic missile it calls the Hwasong-15, leading analysts to conclude the nation has made a jump in its missile capability.
Hawaii is one of the closest states to North Korea, and its large military presence could make it more of a target.
The island of Oahu is home to US Pacific Command, the military's headquarters for the Asia-Pacific region. It also hosts dozens of Navy ships at Pearl Harbor and is a key base for the Air Force, Army and Marine Corps.
Miyagi has previously said a nuclear strike on Hawaii would result in thousands of deaths, thermal radiation, severe damage to critical infrastructure, widespread fires and other chaos.
Hawaii no longer has any nuclear shelters. When the Cold War ended, funding for maintaining them ran out as the threat of attack ended, emergency officials said.
Lorraine Godoy, 75, who grew up hearing air raid sirens on the Big Island, said the tests are a "reminder that this is not a safe world anymore. Even here, in Hawaii, it's not safe."
Tourism officials disagree, saying travellers "should not be alarmed by the testing.
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