"Saudi defences intercepted a missile over Jizan, launched by Huthi militia from Yemen," the state-owned Al-Ekhbariya TV reported, without specifying if there were any casualties.

Iran-backed Huthi rebels have in recent months ramped up missile attacks against neighbouring Saudi Arabia, which leads a military coalition that has fought the insurgents since 2015.

The attack comes a day after three civilians were killed in Jizan when Huthi rebels fired a "projectile" at the province, according to the coalition.

The strike coincides with the advance of coalition-backed Yemeni forces on the rebel-held Red Sea port of Hodeida, the main conduit for humanitarian supplies into a country teetering on the brink of famine.

In late May, air defences intercepted Huthi missiles over the southern cities of Najran and Jizan, according to the coalition, which said there were no casualties.

Saudi Arabia last month tested a new siren system for the capital Riyadh and the oil-rich Eastern Province, in a sign of the increasing threat posed by the rebels' arms.

Riyadh accuses its regional rival Tehran of supplying the Huthis with ballistic missiles, a charge Iran denies.

Saudi Arabia, the United Arab Emirates and other allies intervened in Yemen in 2015 to push back the rebels and restore the internationally-recognised government to power after the Huthis ousted it from swathes of the country including the capital Sanaa.

Nearly 10,000 people have been killed since the alliance launched its intervention in Yemen in March 2015, contributing to what the UN has called the world's worst humanitarian crisis.