Soon after the military's announcement, the media channel for Yemen's Huthi rebels, Al-Masira, said a series of "aggressive raids" were launched in the Yemeni capital of Sanaa and the port city of Hodeidah.

The Israeli Air Force "intercepted one missile that was launched from Yemen before it crossed into Israeli territory", the military said in a statement released in the early hours of Thursday.

It added that warning sirens sounded due to "the possibility of falling debris from the interception".

Al-Masira then reported raids that "targeted two central power plants" in Yemen's capital Sanaa, while in Hodeidah it said "the enemy launched four aggressive raids targeting the port... and two raids targeting" an oil facility.

This is the second time this week that Israel's military has intercepted a missile from Yemen. The first was Monday, a launch later claimed by Huthi rebels.

The group, which controls most of Yemen's population centres including the capital Sanaa, had said Monday's operation was aimed at "a military target of the Israeli enemy in the occupied area of Yaffa" -- a reference to Israel's Tel Aviv area.

In a separate incident Monday, an Israeli navy missile boat intercepted a drone in the Mediterranean after it was launched from Yemen, the military said.

The Huthi rebels have said they are acting in solidarity with Palestinians.

In their Monday statement, they said their "operations will not stop until the aggression on Gaza stops and the siege is lifted".

On December 9, a drone claimed by Huthis exploded on the top floor of a residential building in the central Israel city of Yavne, causing no casualties.

In July, a Huthi drone attack in Tel Aviv killed an Israeli civilian, prompting retaliatory strikes on the Yemeni port of Hodeidah.

The Huthis have also regularly targeted shipping in the Red Sea and the Gulf of Aden, leading to retaliatory strikes on Huthi targets by United States and sometimes British forces.