"A Spanish Eurofighter based in Lithuania accidentally fired a missile without causing any harm," the ministry said in a statement, adding that the incident happened Tuesday afternoon "in an area of southwest Estonia authorised for this type of exercise".

"The air-to-air missile has not hit any aircraft. The defence ministry has opened an investigation to clarify the exact cause of the incident," it added.

Two Spanish Eurofighter jets, and two French Mirage 2000 jets, were taking part in the training exercise, the ministry said. After the incident the jets returned an air base in Siauliai in northern Lithuania where they are based.