Riyadh has not yet confirmed the attack, according to Reuters.
Earlier in the day, the armed Houthi faction claimed that they had carried out an attack against purported military sites at the Saudi Arabian Jizan airport. There has been no confirmation of the attack from Riyadh.
The Saudi-led coalition has been engaged in the civil war in Yemen since March 2015, when it began carrying out airstrikes against the Houthi armed rebels at the request of Yemen's President Abd Rabbuh Mansur Hadi.
The conflict in Yemen - the Middle East's poorest nation - has resulted in a massive humanitarian crisis in the war-torn country.