But there was no emergency -- or missiles flying through the air, for that matter. Guam Homeland Security/Office of Civil Defense said the stations, KTWG and KSTO, had simply made a mistake.
"The unauthorized test was NOT connected to any emergency, threat or warning," the agency said in a statement posted to its Facebook page.
"GHS/OCD has worked with (the stations) to ensure the human error will not occur again. There is no scheduled test of the EAS or All Hazards Alert Warning System sirens today."
No one answered CNN's calls to the radio stations for comment.
The message, which was also apparently broadcast on some TV stations on the island, said a "civil danger warning" had been issued for Guam.
Naturally the broadcast of such an emergency message, at a time when North Korea has threatened to attack the island with missiles, caused alarm.
One woman replied to the agency's Facebook post with what appears to be a photo of the warning as it was broadcast on her TV, saying that "this is freaking me out."
Another woman wondered why the stations would do such a thing.
"Why would you TEST a civil danger warning on the day we're expecting to get bombed AND NOT INDICATE THAT IT'S A TEST," Jade Pandora Herrera wrote in her reply to the agency's post.
The agency had a simple message for her and everyone else on the island: don't panic.
"Residents and visitors are reminded to remain calm, even with the continued unconfirmed reports throughout the media," the agency said. "Remember there is no change in threat level, we continue business as usual and know there are U.S. Department of Defense capabilities in place. We continue communication with our federal and military partners and have not received official statement warranting any concern for imminent threat to Guam or the Marianas."
North Korean leader Kim Jong Un has reportedly finished reviewing a plan to fire four missiles off Guam, saying he's waiting to see what the "foolish Yankees" do next.
Defense Secretary James Mattis warns Kim to think twice before proceeding with that plan.
"You don't shoot at people in this world unless you want to bear the consequences," said Mattis, adding that if the North did indeed launch a missile attack, it would be "game on."