Saudi air defenses on Tuesday intercepted a missile fired by Yemen's Houthi rebel group into Saudi Arabia's southwestern Jazan region, according to Saudi television channel Al-Arabiya.
The broadcaster did not provide any additional details, while Houthi spokesmen have yet to respond to the claims.
According to a Saudi-led military coalition (cobbled together in 2015 to fight the Houthis), the rebel group has fired a total of 158 missiles into Saudi territory since the conflict began some three years ago.
Impoverished Yemen has been wracked by conflict since 2014, when the Houthis overran much of the country, including capital Sanaa.
The conflict escalated in 2015 when Saudi Arabia and its Sunni-Arab allies launched a wide-ranging campaign aimed at shoring up Yemen's pro-Saudi government.
Riyadh accuses the Shia Houthis of serving as proxies for Shia Iran, Saudi Arabia's arch-foe in the region.