Saudi Arabia intercepted a ballistic missile that Yemeni rebels fired towards the kingdom's southern city of Abha, early on Monday, the Riyadh-led coalition fighting the insurgents said.
"It was intercepted with no injuries," the coalition said in a statement, adding that the missile launcher was destroyed by Saudi air defences.
It was at least the fourth ballistic missile launched across the border since UN-brokered peace talks began in Kuwait, in April between Yemen's Houthi rebels and the government of President Abedrabbo Mansour Hadi.
Fighting has continued despite a formal ceasefire in conjunction with the peace talks.
The Houthis, which Saudi Arabia says are backed by Iran, are allied with elite troops loyal to Yemen's former president Ali Abdullah Saleh.
They overran Yemen's capital Sanaa in 2014 before moving into other parts of the country, prompting the coalition to intervene with air strikes and other support in March last year.
Saudi Arabia has deployed Patriot missile batteries to counter tactical ballistic missiles, which have been fired occasionally during the war.
The UN special envoy to Yemen, Ismail Ould Cheikh Ahmed, said on Wednesday that the warring parties were taking a two-week break from the peace talks which have made little headway.
The UN says more than 6,400 people have been killed in Yemen since March last year, most of them civilians.
Fighting has driven 2.8 million people from their homes and left more than 80% of the population needing humanitarian aid.
On the Saudi side of the frontier, dozens of civilians and soldiers died in skirmishes and artillery barrages earlier in the war.