The strikes are intended to neutralize Houthis targets, as militants have intermittently conducted cross-border attacks on Saudi Arabia since the coalition intervened in Yemen in March 2015.
According to reports, at least four explosions have occurred as jets hovered over Sanaa.
Ahead of the latest round of strikes, the Saudi-led forces dropped leaflets that urged civilians to stay away from Houthi sites.
A coalition release issued shortly after the strikes indicated that forces had targeted secret sites of drone activity.
The early Wednesday operation comes after Saudi-led forces conducted similar strikes on Tuesday against ballistic missile sites in and around the city of Sanaa. Saudi Arabia's Al-Arabiya TV channel released a video clip that showed Houthi militia using Sanaa's airport as a base of operation.
Sanaa, Yemen's capital, is the country's most populous city. It's nearly four million people makeup roughly 10% of Yemen's population. The city was seized by the Houthis, an Iranian-backed group, in September of 2014.