An official spokesman for the Saudi-led coalition, Brigadier General Turki Al-Maliki, claimed in an official statement cited by SPA that the drone was launched by Houthi militants to target "civilian objects and civilians in the southern region".
According to SPA, coalition forces intercepted and destroyed the drone, which was described as a "car bomb".
The statement did not mention casualties or damage.
The coalition, led by Saudi Arabia, stepped into the Yemeni conflict between the government and the armed Houthi political opposition forces in 2015, carrying out military operations against the Houthis on request of Yemen's president-in-exile, Abdrabbuh Mansour Hadi.
Throughout recent months, the Saudi border with Yemen has experienced frequent attacks involving drones, explosives and rockets.