Yemen's Houthi movement fired a ballistic missile toward the southern Saudi province of Najran on Saturday, the group's official al-Masirah TV reported, and a Saudi military spokesman said air defense forces had intercepted the missile.
The TV channel said the short-range missile targeted a military base. There were no reports of casualties or damage.
The Iranian-aligned Houthis have launched scores of missiles at the kingdom. While causing little serious damage, they have deepened tensions between Riyadh and Tehran.
Saudi Arabia accuses Iran of supplying missile parts and expertise to the Houthis, who have taken over the Yemeni capital Sanaa and other parts of the country during its civil war. Iran and the Houthis deny the charge.
A Saudi-led military coalition intervened in the conflict in March 2015 after the movement drove Yemeni President Abd-Rabbu Mansour Hadi into exile.
The conflict has killed more than 10,000 people, displaced over two million and unleashed a wave of hunger and disease.