The Saudi-led coalition fighting Yemen's Houthis said it destroyed two ballistic missiles fired by the Iran-aligned group towards Taif and Yanbu on Saturday, as fighting between the sides continued.
Saudi Arabia's Civil Defense briefly issued alerts warning residents of potential danger in Taif and Yanbu, as well as in the holy city of Mecca and the kingdom's second-largest city, Jeddah.
About 10 minutes later, the agency said the threat had passed.
The interceptions came two days after the Houthis said they had attacked Saudi Arabia's defense ministry in Riyadh, facilities belonging to oil giant Saudi Aramco in the Red Sea city of Yanbu and King Fahd International Airport in Dammam, where Saudi authorities said two people were killed.
Saudi authorities have not confirmed the reported attacks in Riyadh and Yanbu.