The North Atlantic Treaty Organization on Wednesday shot down a ballistic missile fired from Iran and headed toward Turkish airspace, marking the first time the alliance stepped in to defend a member state since the US and Israel began attacking Tehran last week.

Iran’s military denied it launched a missile into Turkish territory and said it “respects the sovereignty of its neighboring and friendly country Turkey,” the country’s state broadcaster said.

Launched from Iran, the missile passed through the airspace of Iraq and Syria before it was hit by NATO air defense systems and a fragment fell into the Dörtyol district of Hatay, according to Turkish...