According to Al Masirah, a TV network run by the Houthi rebels, stated that the group claimed responsibility for the attack.
"This hostile act by Iran-backed Houthis proves the Iranian regime remains implicated in supporting the armed Houthis," the local media quoted spokesperson of the Arab Coalition, Col. Turki Al-Malki, as saying.
The Saudi-led coalition has previously accused Iran of helping arm the Houthis, accusing Iran of "flagrant military aggression," according to the reports.
The Saudi air defence intercepted the missile and shot it down without causing any damage. (ANI)