An explosion was heard in Saudi Arabia's capital Riyadh on Tuesday and the cause was not immediately known.
Several witnesses also reported hearing two loud bangs and seeing a small plume of smoke above the capital just before 1 P.M. local time (10 A.M. GMT).
Saudi-owned Al Arabiya TV cited local reports of an explosion and videos circulating on social media purporting to show a missile being intercepted over Riyadh.
There was no immediate comment from Saudi authorities, or any claim of responsibility.
Yemen's Iran-aligned Houthi forces have carried out many cross-border attacks into Saudi using drones and missiles since a Saudi-led coalition intervened in Yemen early 2015 to restore the government the Houthis ousted from power.
Missile attacks and drone strikes claimed by Houthi forces have targeted civilian airports and oil infrastructure in Saudi Arabia, occasionally reaching Riyadh.
On Saturday, the Saudi-led military coalition operating in Yemen had said it had intercepted and destroyed an "enemy air target" launched towards Riyadh.
The Houthis denied responsibility for that attack, while a hitherto unknown group calling itself Alwiya Alwaad Alhaq, which roughly translates as 'The True Promise Brigades', claimed it.