Saudi air defence forces intercepted and destroyed a Houthi ballistic missile launched at the southern city of Jazan on Friday, the coalition fighting the rebels in neighbouring Yemen said.
Coalition spokesman Col Turki Al Malki said the missile was fired from Yemen's Saada provinces and aimed at residential areas.
"No casualties or damage were recorded when the missile was intercepted," Col Al Malki said.
The Houthis claimed on the rebel-run Al Masirah TV channel that they had targeted a refinery of the Saudi state oil firm Aramco.
The attack comes as the Iran-backed rebels suffer heavy losses in the province of Hodeidah, where coalition and government forces this week resumed a campaign to liberate the main city of the same name and its vital port.
The Saudi-led coalition resumed air strikes on Wednesday as the government's Al Amalikah Brigades seized sections of the main road linking Hodeidah to Sanaa, Yemen's rebel-held capital, cutting of a key route for reinforcements and supplies.
The rebels in Hodeidah are close to be completely surrounded, the UAE Minister of State for Foreign Affairs, Dr Anwar Gargash, said on Friday.
Dr Gargash said the rebels were facing the consequences of their refusal to take part in UN-mediated peace talks in Geneva last week.
The talks were convened by the UN Special Envoy Martin Griffiths to find a political solution to the conflict, which began when the Houthis seized Sanaa in September 2014.
The coalition, which includes the UAE, intervened in March 2015 at the request of the internationally recognised government of President Abdrabu Mansur Hadi.