Saudi Arabia on Friday intercepted a ballistic missile over the kingdom's south near the border with Yemen, state media reported, hours after Yemeni rebels said they had launched an attack.

The Houthi rebels, locked in a war against Saudi Arabia and its allies, said they had fired a missile at Saudi Arabia's southwestern province of Najran in a statement published by their Al-Masirah TV.

Saudi air defences intercepted the ballistic missile over Najran, according to the kingdom's state-owned Al Ekhbariya TV.

Shorty after the reports, Houthi rebel group announced that its fighters had launched a "ballistic missile" at a military installation inside next-door Saudi Arabia.

"The Houthis' artillery unit has said a short-range ballistic missile was successfully test-fired at a military target inside Saudi territory," the Houthi-run Al-Masirah televised channel reported Friday.

The broadcaster provided no further details, including the location of the alleged missile's target.