Saudi air defences intercepted a missile fired from neighbouring Yemen towards the southern city of Jazan in the early hours of Wednesday morning.
The attack coincided with the beginning of a Saudi coalition offensive against Houthi rebel forces in Yemen’s main port city Hodeidah.
Coalition spokesperson colonel Turki al-Maliki said the missile was fired from the city of Saada in Yemen and deliberately targeted civilian areas.
Fragments of the projectile scattered over residential areas with no immediate reports of injuries.
Houthi missiles have repeatedly targeted Jazan in recent weeks.
On Sunday, the coalition intercepted another projectile a day after a missile killed three civilians – the deadliest attack since the kingdom entered the Yemen war in 2015.
Saudi Arabia and the United States say Iran is providing the Houthis with missile components to carry out the more than 120 attacks against the kingdom to date.
Last month, the US Treasury placed five Iranians on its sanctions list for providing ballistic missile expertise to the Houthis.
Forces backed by the Saudi-led coalition advanced on Hodeidah on Wednesday after a UAE deadline for Yemen’s Houthis to hand over the port expired.
The assault is hoped to cut off the Houthis, who still control Yemen’s capital Sanaa, and force them to negotiate a ceasefire.