In a statement issued via the Saudi Arabian state news agency, the coalition said that the missile was fired from the Yemeni city of Saada, and some people were slightly injured by fragments of the weapon when it was destroyed.
The Western-backed coalition intervened in Yemen in March 2015 to try to restore the internationally recognized government to power in Sanaa, after it was ousted from the capital by the Houthis in late 2014.
The ensuing war has been in stalemate for years and United Nations-led peace efforts have stalled since late 2018.