Saudi officials offered no indication of what was being targeted in the Wednesday strikes, which isn't unusual for Saudi strikes in recent weeks, which seem to be increasingly aggressive and with little military value.
The Yemeni rebels, known as the Houthis, said they launched a ballistic missile to target Yamama Palace in Riyadh, where King Salman chairs weekly government meetings and receives dignitaries and heads of state from around the world.
Meanwhile Yemen has also been under air and ground attack by Saudi Arabia and its allies since March 2015, a conflict that has so far killed more than 10,000 people, more than half of them are civilians, according to global aid agencies.
It is worth noting that on Tuesday which marked the one thousandth day of the Saudi war on Yemen, the rocketry force in the Yemeni Army and Popular Committees fired a ballistic missile on Al-Yamama Palace in Riyadh.
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The Saudi-led coalition has been fighting Yemen's Houthi movement with the objective of restoring its ally president, Abed Rabbo Mansour Hadi, who was driven into exile by the Houthis in late 2014.
"Coalition forces confirm intercepting an Iranian-Houthi missile targeting (the) south of Riyadh". Iran, a Shia-oriented regional heavyweight and arch-rival of Sunni-inclined Saudi Arabia, has repeatedly denied it had armed the Houthis. "If we do not, then Iran will bring the world deeper into a broadening regional conflict", said the United States ambassador to the UN Nikki Haley in her address to the UN Security Council.
Last week, Haley displayed what she said was "undeniable" evidence that Iran was supplying the Houthis with missiles.