The Houthi military spokesman said on Twitter that one drone was launched at a military base in Khamis Mushait. The coalition later in the day said seven drones fired towards the south of the kingdom were also intercepted.
The Iran-aligned Houthis have frequently targeted Khamis Mushait and other Saudi cities along the frontier in the more than six-year-old Yemen war.
A military coalition led by Riyadh intervened in Yemen in March 2015 after the Houthis ousted the Saudi-backed, internationally recognized government from the capital Sanaa.