"Two ballistic missiles fired by Huthi rebels were intercepted over Riyadh," state-run Al-Ekhbariya television said, without specifying whether there were any casualties or damage.

An AFP journalist heard at least four loud explosions in the Saudi capital, which has been targeted by Huthi missiles in the past.

The Iran-backed rebels' news outlet Al-Masirah said missiles had struck the Saudi defence ministry and other sites in the capital.

Turki al-Maliki, a spokesman for a Riyadh-led military coalition fighting the rebels, denied that the defence ministry had been hit.

The insurgents, who have ramped up missile attacks against Saudi Arabia in recent months, regularly claim successful strikes.

The kingdom usually says it has intercepted the missiles.

Saudi Arabia, the UAE and other allies intervened in Yemen in March 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.

The rebels have in recent months ramped up missile attacks against neighbouring Saudi Arabia.

Saudi forces have previously shot down Huthi missiles with Patriot surface-to-air missiles purchased from the United States.

The latest strikes come as Yemeni pro-government forces are locked in heavy battles with Huthi rebels as they press an offensive backed by Saudi Arabia and the United Arab Emirates to retake the key aid hub of Hodeida.

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

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

The latest attack came as Saudi women celebrated taking the wheel for the first time in decades after the kingdom overturned the world's only ban on female motorists.