The Saudi-led coalition said it intercepted three ballistic missiles launched by Yemen's Houthi movement, according to Al Jazeera.
A Houthi military spokesman said the group fired one ballistic missile towards the airport in Riyadh, the Saudi capital.
The differing accounts leave unclear whether the coalition's reported interceptions were linked to the missile launch claimed by the Houthis or to separate attacks.
The reported exchange highlights the continuing regional security risks associated with the conflict in Yemen, a development monitored by European governments and institutions with interests in Gulf stability and maritime security.