Saudi Arabia intercepted a ballistic missile fired from Yemen on Monday night, the military coalition supporting the Yemeni government against rebels said.
It was the second missile launch from Yemen since UN-brokered peace talks began in Kuwait on April 21 between the Houthi Shiite rebels and the government of President Abedrabbo Mansour Hadi.
The Saudi-led Arab coalition in March last year began air strikes and other military aid in support of Yemeni forces resisting the Houthis who had seized much of the country and are backed by Saudi Arabia's regional rival Iran.
Fighting has continued despite a ceasefire that paved the way for the talks in Kuwait.
The Houthi rebels are allied with elite troops loyal to Yemen's former president Ali Abdullah Saleh.
The missile launches are designed to "sabotage efforts of the international community to make the peace negotiations a success," the Saudi-led coalition said in a statement.
Saudi Arabia has deployed Patriot missile batteries to counter tactical ballistic missiles which have been fired occasionally during the war.
The coalition warns that it could retaliate if such strikes continue.