Saudi Arabia's air defence system intercepted a Houthi drone on Monday, state media said.
Missile and drone attacks on the kingdom by the Iran-backed Houthi rebels have stepped up over the past month because of aggravation between Tehran and Washington.
“The drone was destroyed in Yemeni airspace on Monday morning at 9.07am,” Arab Coalition spokesman Col Turki Al Malki told the Saudi state news agency.
The drone was launched from the Yemeni capital of Sanaa and was heading for Saudi Arabia.
“The Houthis continue to launch unmanned aerial vehicles towards the kingdom in the hope of creating a hostile environment in civilian and residential areas,” Col Al Malki said.
Saudi Arabia and the UAE are leading an Arab Coalition that intervened in Yemen in 2015 to try to restore the internationally recognised government, which was pushed out of Sanaa by the Houthis in late 2014.
The Coalition intercepted two other drones headed for residential areas in the southern Saudi Arabian province of Asir on Saturday. No casualties were reported.
The Houthis' Al Masirah TV made the announcement late on Saturday.
Last Sunday, a Houthi drone hit Saudi Arabia’s Abha airport, killing one person and injuring seven.
And last month the Saudi air force shot down a bomb-laden drone that was aimed at Jizan airport, which is used by thousands of civilians every day.
The Houthi escalation comes as the government prepares to resume talks with the UN to implement a peace deal reached in Sweden last December.
It involves a prisoner swap, the handing over of Sanaa airport to the government and a ceasefire in the port of Hodeidah.
But breaches by the rebels have halted the agreement.
Martin Griffiths, the UN special envoy to Yemen, met government officials last week and is expected to visit Russia and the Gulf to revive the peace process.