The officials said the attack happened late last night in Saudi Arabia's Jizan province. Of those wounded, Saudi officials say nine are foreigners and one was a Saudi citizen.
The officials did not identify the nationalities of the foreigners.
Such cross-border shelling has been common since a Saudi-led coalition began a campaign of airstrikes in March against Yemen's Shiite rebels, known as Houthis. Saudi, Emirati and other allied ground troops now are trying to retake Yemen's rebel-held capital, Sanaa.