"The missile was fired at Najran indiscriminately and with the aim of hitting residential areas," coalition spokesman Colonel Turki al-Malki told the official Saudi Press Agency.

"It was successfully intercepted and the debris fell on residential areas, lightly wounding one Indian expatriate."

Yemen's Saba news agency, run by the Iran-backed Huthi rebels, said the missile had been fired at a Saudi National Guard base in Najran, just over the border from Yemen where the Saudi-led coalition intervened on the side of the government in March 2015.

The coalition said on Thursday it intercepted another missile fired by the Huthis at the southern city of Jazan -- the latest in a series of such attacks that have drawn widespread condemnation.

The coalition spokesman again hit out at Iran after Saturday's attack, accusing it of "jeopardising the security of Saudi Arabia, the region and the whole world."

The UN Security Council this week condemned "in the strongest possible terms" multiple missile attacks launched by the Huthis on Saudi territory, saying they posed a threat to regional security.

In one of the biggest such attacks yet, Saudi forces last weekend said they intercepted seven missiles fired by rebels toward cities including Riyadh, killing one person.

The coalition intervened in Yemen to push back the Huthis who captured the capital Sanaa and forced the government into exile.

Riyadh has accused arch-rival Tehran of providing the missiles and threatened retaliation against Iran.

Tehran has denied making any arms deliveries and has said the Saudi accusations are a smokescreen intended to divert attention from its deadly bombing campaign against rebel-held areas, including Sanaa.

Civilian casualties from coalition air strikes have drawn criticism from human rights groups, and in October the United Nations placed the coalition on a blacklist for killing and maiming children.