Drew Madden saw a silent burst of light shoot from west to east across the sky on Saturday night, and then, whizzing far above his head, hang a hard right up into space.

“Behind it was a huge fluorescent tail,” said Mr. Madden, an East Quogue resident who saw the flash of light at around 9:30 p.m. Saturday while he was camping with three others at Shinnecock East County Park in Southampton. “I never saw anything like it.”

Mr. Madden and many others on the East End thought the burst of white light could have been an unidentified flying object, or a bizarre atmospheric phenomenon. But it turns out the eerie luminescence was just a byproduct of testing by the federal government.

A rocket launched by the National Aeronautics and Space Administration created the light burst, according to Stephanie Schierholz, a NASA spokesperson. The rocket, a four-stage Black Brant XII suborbital sounding rocket, was launched in Virginia out of Wallops Flight Facility. The exhaust particles from the rocket—what people on the East End and across the Northeast saw—were meant to simulate a noctilucent cloud, Ms. Schierholz said.

Noctilucent clouds are clouds that are 50 miles above the earth’s surface that usually show up after sunset and are lit from below by sunlight, according to Ms. Schierholz.

“There were different observing stations that looked at the clouds that were created,” Ms. Schierholz said, adding that the point of the experiment was to help the U.S. scientists better understand that type of cloud.

Mr. Madden, a chef, and his group of friends were bewildered by the light in the sky Saturday night and figured they had just witnessed extraterrestrials do a supersonic drive-by of the planet.

“I immediately thought it was a UFO, then I had to confirm it,” Mr. Madden said, explaining that he went to talk with the other campers. “We all said, ‘Damn, we just saw something we can’t explain, which is a UFO, an unidentified object in the sky.’

“Who knows what it can be—it’s unexplainable,” he said.

A friend of a friend, whose name he did not know, first pointed out the ray of light to Mr. Madden as they were sitting around the campfire, he said. The friend suggested it was a shooting star. But Mr. Madden said that there was no way the light was a shooting star—it was too intense in brightness.

“If it was a flare, it would have to be 100 flares,” said Mr. Madden, adding that he and his friends had decided to camp out for four days at Shinnecock East to enjoy the Hamptons without the crowds. “It was a big, luminous light.”

Susan Herman of Southampton, who was also camping with Mr. Madden, said that she was awestruck when the light exploded in the sky. “I never saw a UFO before, but I’m believing it now,” Ms. Herman said. “There was no noise.”

She said that she first thought the light was a planet or star that blew up, but said that that explanation did not make sense because nothing fell down to the Atlantic. She added that she is not entirely convinced what she saw was a rocket, explaining that if it was launched from Earth, it would have had a trail behind it leading to land.

Keith Koehler, a spokesman for NASA who was present at the launch in Virginia, explained that what people in the Northeast actually saw was the exhaust from the fourth-stage burn from the rocket. The NASA rocket was a four-stage burn rocket, meaning that each engine burns fuel in a succession of stages.

“Instead of one big rocket motor, it’s four on top of each other,” Mr. Koehler said.

He said that the light was so bright because the rocket was already 182 miles above the Earth, and the sun was reflecting off the exhaust particles.

Saturday’s cloudless conditions helped visibility, as well, he added.

“Since it was a clear night, everyone was able to see it,” Mr. Koehler said.

Mr. Madden, however, is not buying NASA’s explanation, and said he went back to the campsite Monday night to see if the light would return.

“No, I don’t believe them,” Mr. Madden said. “Where was it going? There was no noise, no motor. It wasn’t a jet engine, it was a white light.”