The Iran-linked Huthi rebels have stepped up attacks on neighbouring Saudi Arabia, mainly targeting southern provinces along their shared border.

The United States embassy in Riyadh warned American citizens in the capital to stay on "alert" and "take necessary precautions".

"The embassy is tracking reports of possible missiles or drones that may be headed toward Riyadh today," the embassy said in a statement on its website, without offering any details.

Huthi rebels have targeted Riyadh in the past with missiles and drones, with the coalition claiming to intercept most of them.

Riyadh lies some 700 kilometres (435 miles) north of the border with Yemen.

Hours after the embassy statement, the coalition said six bomb-laden drones launched by the rebels towards the kingdom had been intercepted, according to the official Saudi Press Agency.

It did not specify the target.

The rebels launched the drones "deliberately and systematically to target civilians" in the kingdom, said coalition spokesman Turki al-Maliki.

The coalition also subsequently intercepted a rebel ballistic missile targeting southern Jizan province, and destroyed two other targets in the air, state television said.

Yemen is mired in civil war between the Iran-backed Huthi rebels -- who control the capital Sanaa but whose administration is not internationally recognised -- and a beleaguered government supported by a Saudi-led military coalition, assisted by Western powers including the US.

The attacks come amid intense fighting in recent months, as the Huthis try to seize control of Marib province, 120 kilometres (75 miles) east of Sanaa.

Saudi Arabia has repeatedly accused Iran of supplying sophisticated weapons to the Huthis, a charge Tehran denies.

The Huthi rebels have been fighting the government since 2014. The Saudi-led military coalition intervened in the conflict the following year.

Since then, tens of thousands of people, mostly civilians, have been killed and millions displaced in what the United Nations has called the world's worst humanitarian disaster.