"This aggressive and hostile action by the Iran-backed Houthi group proves that the Iranian regime continues to support the armed group with military capabilities," Arab Coalition spokesman Turki al-Malki said.
"The firing of multiple ballistic missiles towards cities is a serious development."
Witnesses confirmed to Al Arabiya loud explosions and bright flashes in the sky.
A video sent to Al Arabiya shows what appears to be the moment anti-defense missiles were fired from Saudi Patriot batteries to intercept the Houthi missile over the capital.
Since November, Yemen’s Iran-aligned Houthi militias have fired multiple missiles into Saudi Arabia, all of which Saudi forces have intercepted.