While Saudi Arabia and its allies have been able to recover areas in southern Yemen from the Houthis, the rebels still control the capital Sana'a and territories in the north.
Saudi state media said air defence forces had intercepted a missile over the capital.
Yemen´s armed Houthi movement said on Wednesday it had launched a drone strike on a facility belonging to oil giant Saudi Aramco in southern Saudi Arabia -though the company said its plants there were operating "normally and safely". Snapchat footage taken in Riyadh shows distinctive white and brown clouds of smoke in the sky.
The Houthis claimed attacks on Abha airport and Saudi Aramco, located in Jizan, via Al-Masirah, publishing an infographic of the "Qasef 1" drone.
The Saudi-led coalition has been fighting to reinstate the internationally-recognized government of President Abed Rabbo Mansour Hadi who was forced into exile by the Houthis.
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According to the al-Arabia TV, the missile flew towards the city of Jizan.
The group unveiled what it said was a series of drones, including the Qasef-1, at a ceremony a year ago.
The kingdom accuses Iran of supplying missile parts and expertise to the Houthis.
The Arab coalition to support legitimacy in Yemen accused the Houthis and Iran of violating International Humanitarian Law.
Since then, more than 10,000 people have been killed and at least 40,000 wounded, mostly from Saudi-led air strikes.