The body accused the Huthis of "regularly targeting civilian and vital infrastructure in Saudi Arabia with ballistic missiles or drones". Some global media had previously reported, citing an agency under the Yemeni rebels, that one or more cruise missiles had hit facilities in Saudi Arabia after being launched from Yemeni territory.
The White House said that United States president Donald Trump had been informed that they were monitoring the situation.
But it's not clear what kind of projectile was sacked, nor whether it struck a desalination plant, as the coalition forces reported, or it hit a power station, as the Houthis said.
Yemen's Houthi movement launched an attack on Abha civilian airport in southern Saudi Arabia on Sunday that killed one person and wounded seven others, the Saudi-led coalition battling the group in Yemen said.
Pentagon spokesman Navy Commander Rebecca Rebarich said such attacks were "a significant cause for concern and (put) innocent lives at risk".
There was no immediate confirmation from Saudi authorities.
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The Yemen conflict is widely seen as a proxy war between Iran and Saudi Arabia, a United States ally, though the Huthis deny taking orders from Tehran.
The Houthis have been at war with a Saudi-UAE led military coalition in Yemen since 2015, when the latter launched an intervention in the form of a massive air campaign aimed at reinstalling the internationally-recognised government of President Abd-Rabbu Mansour Hadi, who was earlier toppled by the Houthis.
Some 10,000 people have been killed and 14 million Yemenis have been pushed to the brink of starvation.
The conflict began with the 2014 takeover of the capital of Sanaa by the Iranian-backed Houthis.
An anonymous U.S. official later told news agencies that a USA naval drone was downed over worldwide airspace.
The Yemeni attacks against Saudi airports have witnessed an increase in frequency and intensity in recent weeks in retaliation for the attacks on Yemeni civilian areas that are being conducted from these sites.