According to the Saudi state TV Ekhbariya, there were no reports of casualties or damage.
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.
Earlier in November, Yemen's Houthi rebels launched a missile targetting King Khalid International Airport.
The Saudi air defence intercepted the missile and shot it down without causing any damage. (ANI)