The movement said it carried out an attack on an "important target" in the Saudi capital Riyadh using a ballistic missile and four drones.
Earlier in the day, the Saudi-led coalition has destroyed an explosive-laden unmanned aerial vehicle launched by Yemen’s Shia Houthi rebels, Saudi media reported.
The drone was heading for the Saudi city of Najran located near the border with Yemen when it was intercepted and destroyed by the coalition forces, the SPA news agency reported, citing coalition’s spokesman Col. Turki al-Maliki.
Yemen has been engulfed in an armed conflict between the government forces, led by President Abdrabbuh Mansour Hadi, and the Houthi rebels for several years.
Since March 2015, the Saudi-led Arab alliance, working in cooperation with Hadi’s forces, has been conducting air, land and sea operations against the rebels, who control the capital of Sanaa and large areas in northern and western Yemen.
The Houthis often use drones with explosives to attack Saudi border areas.