Early dawn airstrikes hit the rebel First Armoured Brigade camp in Sanaa's northern district as well as the nearby 22 May compound.
Witness said both compounds had been used as arms depots by Iran-backed Huthi rebels and their allies, who overran Sanaa late last year.
Dozens of explosions rocked the capital early today, residents said.
An AFP correspondent in Sanaa said debris from the blasts spread to houses in the surrounding area.
A medical source gave AFP an initial toll of three people killed and 11 wounded in the raids and subsequent explosions. It was not immediately clear how many of the dead were civilians.
The Riyadh-led coalition, which began its air war on the rebels in late March, also struck positions in Jawf, Saada, and Hajja provinces near the border with Saudi Arabia, as well as in third city Taez, and the southern province of Daleh.
The Shiite Huthi rebels have allied with renegade troops still loyal to former president Ali Abdullah Saleh who ruled Yemen for three decades before stepping down in February 2012 after a year-long uprising.
