A Patriot missile shot down a Scud fired from the Yemeni capital towards southern Saudi Arabia on Tuesday, the Saudi-led coalition told AFP, the day after another Scud attack.

In the latest incident, debris from the destroyed Scud fell in the kingdom's Jazan border province, causing no injuries, Brigadier General Ahmed al-Assiri, the coalition spokesman, told AFP.

He said rebels launched it from inside the Yemeni capital Sanaa, located around 200 kilometres (124 miles) from Jazan -- which they seized in late 2014.

The Saudis have deployed Patriots designed to counter tactical ballistic missiles, which have been fired occasionally since March when the Saudi-led coalition began air strikes in support of the Yemeni government after Iran-backed Huthi rebels seized much of the neighbouring country.

In April last year the Saudi defence ministry said coalition strikes had removed threats to the kingdom's security "by destroying heavy weaponry and ballistic missiles" seized by the Yemeni rebels.

With coalition-backed anti-Huthi forces now 30 to 40 kilometres (19-25 miles) from Sanaa, the rebels are retaliating, Assiri said.

Vehicle-borne Scud ballistic missiles have a much longer range and more powerful warhead than the rockets and mortar bombs which have struck the kingdom's southern border regions, killing about 90 civilians and soldiers since the coalition intervention began.

The United Nations says more than 6,100 people in Yemen have been killed in the conflict since March, about half of them civilians.

On Monday the coalition said air defences intercepted a Scud fired at Khamis Mushait, a city near the King Khalid Air Base which is at the forefront of Saudi-led air operations against the Huthis and their allies, elite troops loyal to former Yemeni president Ali Abdullah Saleh.