A ballistic missile fired at the Saudi capital of Riyadh from Houthi rebels in Yemen was intercepted by Saudi air defense on Saturday, according to local reports.
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State-owned Al Ekhbariya TV said the missile was brought down north of King Khaled International Airport and that no casualties had been reported.
Yemen's Houthi rebels have claimed the attack.
Ali al-Qahum, an official in the Houthi politbureau, said the missile was in retaliation for what he called "daily massacres" in Yemen by the Saudi-led bloc.
"We have the right to respond and bombard with missiles those perpetrating daily massacres against our people, the latest being the massacre in a market."
Al-Qahum was referring to airstrikes earlier this week on a hotel and a market area in Yemen's northern province of Saada, which left 29 civilians dead.
The Saudi-led alliance said the strikes unleashed on Wednesday had hit a "legitimate military target" of rebels in the area.
Yemen, one of the Arab world's poorest countries, has been locked in a devastating power struggle since late 2014.
In March 2015, Saudi Arabia and Sunni allies started an air campaign against the mostly Shi'ite Houthi group months after the rebels seized Sana'a and began advancing on the southern city of Aden.
Saudi Arabia fears that the rebels will give its Shi'ite rival Iran a foothold in the Arabian Peninsula.