We "reserve the right to respond against Iran at the right time and right place", coalition spokesman Turki al-Malki told a news conference.

Saudi forces said they intercepted seven Yemeni rebel missiles on Sunday, including over the capital Riyadh, in what Malki dubbed a "deadly escalation" that coincided with the third anniversary of the coalition's military intervention in Yemen.

One Egyptian was killed and two of his countrymen were wounded by falling shrapnel in Riyadh, authorities said, with residents reporting loud explosions and bright flashes in the sky shortly before midnight.

Displaying wreckage of what he said were fragments of missiles fired on Sunday, Malki claimed forensic analysis showed they were supplied by Iran.

Malki said the coalition had targeted a "missiles shipment" at Sanaa airport, adding that Iran-aligned Huthi rebels were using the facility to launch missiles on Saudi territory.

Iran has previously repeatedly rejected claims it was arming the rebels.

The Huthi rebels have fired dozens of missiles into Saudi Arabia since last year, all of which Saudi forces claim to have intercepted, underscoring their capacity to strike deep within the kingdom amid a stalemated war in Yemen.

The Saudi-led coalition supporting Yemen's government has been fighting the Huthis since 2015 in a war that has led to what the United Nations describes as the world's worst humanitarian crisis.

Nearly 10,000 people have been killed and 53,000 wounded in Yemen since the coalition intervened.