Two ballistic missiles were intercepted by Saudi Arabia's air defences on Wednesday, state television reported, hours after Riyadh said it supported new USA sanctions on Iran.
Saudi Arabia, the UAE and Bahrain swiftly backed US President Donald Trump's decision to reimpose sanctions on Tehran, reflecting their concern about Iran's ballistic missile programme and support for militant groups.
"Bahrain affirms its solidarity with the decision taken by President Trump, noting its support for the efforts of the United States that aim to end terrorism at both at the regional and global levels", it said.
Saudi coalition spokesperson colonel Turki al-Maliki said a missile fired from Yemeni territory north of Amran was intercepted at 11:25am.
A domestically made Badr-1 ballistic missile was sacked by Yemeni forces at the Saudi base in al-Darb, near the southern border city of Najran, according to a report by Yemen's al-Masirah television network later that day.
"No damage was caused, thankfully, until the time this statement was issued", according to the statement.
There was no immediate word on the exact number of casualties.
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Yemen's Arabic-language al-Masirah television network reported that all members of a family, including the father, mother, and their two children, were killed when their house was targeted in a Saudi-led airstrike in the Azreqein neighborhood in the capital, Sana'a, in the early hours of Thursday.
Also on Wednesday, Houthi militias tried to hit southern Saudi city of Najran after firing a short range ballistic missile called Badr.
In March, an Egyptian labourer became the first known fatality in a rebel missile attack on the Saudi capital.
Saudi Arabia and its Gulf allies basked on Wednesday in what they saw as a political victory over Iran, their rival for regional influence, after Washington withdrew from the global nuclear accord with Tehran.
The Saudi coalition said last month that 119 rockets and 6,6259 projectiles had been fired across the border into the kingdom as of April 16.
The Saudi civil defence posted a video on its official site of the alarm system being tested.