Saudi Arabia's air defence intercepted a missile, fired from Yemen, close to the capital Riyadh on Saturday, Al Arabiya TV reported.
State-owned Al Ekhbariya TV said it was brought down north of King Khaled Airport and there were no casualties reported.
Houtis claimed responsibility and told Al Jazeera that a long-range missile that traveled 500 kilometers over the border with Saudia Arabia.
A spokesman for the rebels said they launched a Burkan 2-H missile that targeted the King Khaled airport.
Ali al-Qahum, an official in the Houthi politbureau, separately said the missile was in retaliation for what he called "daily massacres" in Yemen by the Saudi-led bloc.
"We have the right to respond and bombard with missiles those perpetrating daily massacres against our people, the latest being the massacre in a market."
Al-Qahum was referring to airstrikes earlier this week on a hotel and a market area in Yemen's northern province of Saada, which left 29 civilians dead.
The Saudi-led alliance said the strikes unleashed on Wednesday had hit a "legitimate military target" of rebels in the area.
Yemen, one of the Arab world's poorest countries, has been locked in a devastating power struggle since late 2014.
In March 2015, Saudi Arabia and its allies started an air campaign against the mostly Shiite Houthi group months after the rebels seized Sana'a and began advancing on the southern city of Aden.
Saudi Arabia fears that Houthis will give its mostly Shiite rival Iran a foothold in the Arabian Peninsula.
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