"The missile was fired at Jizan indiscriminately with the aim of hitting civilian areas," a coalition spokesman told the official Saudi Press Agency.

"It was successfully intercepted... and the debris fell on a residential neighbourhood... but no casualties or damage was reported."

A missile was launched from Sadaa, the stronghold of Iran-backed Huthi rebels in northern Yemen, the coalition added.

The attack was claimed by the rebels via their news outlet Al-Masirah.

The strike comes after Saudi forces on Wednesday said they intercepted rebel ballistic missiles fired at Riyadh and the south of the kingdom, where two drones were also shot down.

Yemen's Shiite Huthi rebels have said their cross-border barrage marked the launch of what their leadership has dubbed "the year of ballistics".

Saudi Arabia has since March 2015 led a coalition of Arab states fighting to roll back the Huthi rebels in Yemen and restore its neighbour's internationally-recognised government to power.

Riyadh has repeatedly 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.

Nearly 10,000 people have since been killed in the conflict, in what the United Nations has called the world's worst humanitarian crisis.

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