US officials admit the would-be ace needed a second shot with one of the air-to-air missiles, which cost at least $400,000 a pop, when engaging the unidentified aerial object from an F-16 fighter Sunday above the sprawling lake on the US-Canada border.

"We're aware that the first missile fired, that the one on Sunday, missed and it has been reported to us that it went directly into the lake," National Security Council spokesman John Kirby said.

Authorities are currently scouring the remote area for remnants of the eventually destroyed target, one of three unidentified aerial objects brought down in the space of three days.

That unprecedented spate of action followed an even higher profile downing of a large Chinese balloon over the Atlantic coast on February 4. Washington says that was part of a global Chinese spying program, but Beijing insists the craft was merely collecting weather data.

The AIM-9X Sidewinder is described by its manufacturer Raytheon as a "triple-threat missile that can be used for air-to-air engagements, surface-attack and surface-launch missions."

Top US commander, Chairman of the Joint Chiefs of Staff General Mark Milley, said the stray rocket "landed harmlessly in the water of Lake Huron."