Saudi Arabia intercepted two ballistic missiles fired at the kingdom by Yemen's armed Houthi movement on Wednesday, Saudi-owned Al Arabiya TV reported.
The attack follows renewed air strikes by a Saudi-led military coalition on the Houthi-controlled Yemeni capital, Sanaa. Thirteen civilians were killed when bombs a snack food factory.
The Houthis did not immediately claim responsibility for the missile attack. In the past, they have boasted of launching around a dozen Scud missiles at the south of the kingdom during more than a year of war.
A senior Houthi official did say that he held the United Nations responsible for the stepped-up combat, which followed the collapse over the weekend of U.N.-backed peace talks.
"The silence of the U.N. towards this dangerous escalation and mass extermination against the Yemeni people ... makes it a partner in the aggression," Saleh al-Samad, the chief of a new Houthi-backed political council, told state news agency Saba.
Saudi Arabia and an alliance of mostly Gulf Arab allies have launched thousands of air strikes against the Houthis and their allies in Yemen's army since they intervened in Yemen's civil war on behalf of the exiled government.
The Saudis are backing an offensive by pro-government fighters aiming to advance on Sanaa from the north and east.