Earlier this month, a Saudi oil tanker was targeted by the Houthi movement off Yemen's port of Hodeidah, sustaining minor damages and completing its course north.
Saudi media reported that a ballistic missile was intercepted over the city.
The Houthis say their missile attacks on the kingdom are in retaliation for air raids on Yemen by the Western-backed coalition.
"The missile force carried out a large-scale ballistic missile attack on various parts of Saudi Arabia", the group's Al-Masirah TV said.
More than 10,000 people have been killed in Yemen since the beginning of the conflict.
Three rockets were intercepted in the capital and the southern cities of Jizan and Najran, according to state media and the Saudi-led coalition fighting the Iran-aligned Houthis in Yemen.
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The missile was shot down just hours after Saudi military brought down a Houthi-rebel drone at an global airport in the southern city of Abha.
Saudi Arabia accuses its rival Iran of smuggling missiles to the Huthis - a charge Tehran denies.
"The air force announced the execution of air strikes with the Qasef-1 aircraft on Aramco in Jizan", it said on its Twitter page.
The Huthis claimed attacks on Abha airport and Saudi Aramco, located in Jizan, publishing an infographic of the "Qasef 1" drone on Al-Masirah.
The attacks mark the fourth time in five months that missiles have flown over Riyadh, as the Houthis step up efforts to demonstrate they can reach the Saudi capital, threatening to escalate a regional rivalry between Iran and Saudi Arabia.
Yemen lies along one of the main global oil chokepoints in the Red Sea. While missile strikes against Riyadh are growing in frequency, the Houthis have more often targeted southern Saudi border cities and towns.