The Saudi civil defence posted a video on its official site of the alarm system being tested.

It said in a statement the system was designed to "face risks of all kinds" and alert the population "in case of emergency".

Yemen's Iran-allied Huthi rebels have in recent months ramped up missile attacks against neighbouring Saudi Arabia, which leads a military coalition against them.

The Shiite insurgents announced they had fired two ballistic missiles at Riyadh and a third at the southern city of Jizan near the border, on Wednesday alone.

A spokesman for the Saudi-led coalition said the kingdom's air defences intercepted all three, in statements carried by the state-run Saudi Press Agency.

Riyadh has long accused Tehran of supplying the rebels with ballistic missiles, a charge the latter rejects.

Wednesday's salvo came after US President Donald Trump's decision to withdraw from the 2015 nuclear agreement with Iran, which he criticised for excluding measures to curb the Islamic republic's ballistic missile programme.

Saudi Arabia and its allies intervened in Yemen in 2015 with the aim of pushing back the rebels and restoring the internationally recognised government to power.

The conflict has left 9,479 people dead and more than 55,000 wounded according to the World Health Organization.

More than 2,200 others have died of cholera and millions are on the verge of famine in what the United Nations says is the world's gravest humanitarian crisis.