According to the Tasnim News Agency, rebels claimed that the strike against the kingdom was in retaliation for earlier bombings of the province of Hodeidah by Saudi forces.
The incident followed another missile attack conducted by the Houthis on Saudi Arabia's southern province of Najran on Wednesday. According to Al Arabiya, at least 37 people were injured in the strike.
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Saudi Arabia is frequently targeted by the Houthi rebels from within Yemen, who conduct frequent missile launches.
Yemen has been engulfed in a military conflict between the government, headed by President Abd Rabbuh Mansur Hadi, and the Houthi movement for several years. A Saudi-led coalition has been carrying out airstrikes against the Houthis at Hadi's request since March 2015.