The Saudi-led coalition said that Saudi Arabia's air defence system intercepted two Houthi drones, one of which was targeting a residential area in the southern city of Abha, according to Reuters, citing the state-run Saudi Press Agency.
No further details were immediately available.
The alleged Monday attack came almost a week after a Houthi rocket hit the arrival lounge at the Saudi airport.
The Saudi-led coalition confirmed at the time that 26 people were injured as a result of the missile attack.
Yemen has for several years been engulfed in an armed conflict between government forces led by President Abdrabuh Mansour Hadi and the armed Houthi opposition faction.
The Saudi-led coalition has been carrying out airstrikes against the Houthis at Hadi's request since March 2015.
The conflict has resulted in a massive humanitarian crisis in the war-torn country.