A Saudi-led military coalition entered Yemen in March 2015 with the goal of restoring its "legitimate" government to power after the Huthis and their allies took over Sanaa.

Sanaa's Sabaeen Square on Monday was a sea of Yemeni flags, with a smattering of posters bearing pictures of Huthi leader Abdulmalik al-Huthi or the slogan "three years of aggression".

"This is legitimacy!" one protest leader bellowed.

Around 10,000 Yemenis have been killed and 53,000 wounded since the start of the coalition intervention, triggering what the United Nations has called the world's worst humanitarian crisis.

The Iran-backed rebels remain in control of the capital, north Yemen and the country's largest port.

President Abedrabbo Mansour Hadi's forces have controlled southern Yemen since 2015, but cracks have surfaced this year between the president and his southern separatist allies.

Saudi forces announced Sunday night they had intercepted seven Yemeni rebel missiles, including over Riyadh.

One Egyptian was killed by falling shrapnel in the capital, authorities said.

"This aggressive and hostile action by the Iran-backed Huthi group proves that the Iranian regime continues to support the armed group with military capabilities," coalition spokesman Turki al-Malki said.

The Huthi-run Al-Masirah television channel claimed the rebels had targeted Riyadh's King Khalid International Airport as well as other air strips in the south of the kingdom.

The Huthis in November targeted Riyadh airport in what Saudi authorities said was a foiled missile attack, triggering a total blockade on Yemen's ports and international airport.

The blockade was later eased under international pressure.

In a speech Sunday night, rebel chief Abdelmalik al-Huthi said his fighters were ready to make more "sacrifices" against the Saudi-led coalition.