However, Saudi Arabia did not confirm the alleged attack.
The move comes after Saudi Arabia's air defense forces intercepted two drones launched by insurgents from the Ansar Allah movement, the Houthis, on its military air base on the Saudi southern border, a spokesman for the Saudi-led coalition said Wednesday.
"Saudi air defense forces have repelled the attack and intercepted two drones launched in the direction of Khamis Mushait by Houthi rebels," Turki Al-Maliki told Saudi SPA news outlet.
Earlier Wednesday, the Houthis said two Qasef-2K combat drones were launched, targeting the King Khaled Military base in the Aseer province.
Yemen, one of the Arab world's poorest countries, has been engulfed in a violent conflict between a government-in-exile headed by President Abdrabuh Mansour Hadi and the armed Shiite Houthi movement backed by army units loyal to former President Ali Abdullah Saleh since March 25, 2015. The conflict intensified when the Saudi-led, US-backed coalition launched massive airstrikes against the Houthi political opposition faction in 2015.