The Iran-aligned Houthis said earlier they had launched drone attacks on the airport of Abha in southwest Saudi Arabia near the Yemeni border.
A spokesman for the Saudi-led coalition, Colonel Turki al-Maliki, denied that Abha had come under attack.
Cited by the official Saudi Press Agency, he said a drone launched by the Houthis from the Yemeni capital Sanaa "fell" over a residential area in Amran, a province controlled by the group just north of Sanaa.
Neither side reported any casualties.
The Houthis, who control Sanaa and most of Yemen's other populous areas, have stepped up attacks against targets in Saudi Arabia in recent months. In response, the Saudi-led coalition has targeted military sites belonging to the group, especially around Sanaa.
The attacks are complicating UN-led peace efforts.
The Western-backed Sunni Muslim coalition led by Saudi Arabia and the UAE intervened in Yemen in 2015 to try to restore a Yemeni government ousted from power in Sanaa by the Houthis.
The war has killed tens of thousands of people and pushed millions to the brink of famine.In the past week, violence has flared in the southern port city of Aden between government forces based there and southern separatists who had been fighting alongside them against the Houthis.