The Badr 1 short-range ballistic missile was fired at the power plant late on Monday, Saba news agency reported on Tuesday.
The attack came after Saudi jets pounded border areas in Razeh district of Yemen’s northern province of Sa’ada, killing and injuring several civilians.
Yemen’s defenseless people have been under massive attacks by the coalition for over three years but Riyadh has reached none of its objectives in Yemen so far.
Since March 2015, Saudi Arabia and some of its Arab allies have been carrying out deadly airstrikes against the Houthi Ansarullah movement in an attempt to restore power to fugitive former president Abd Rabbuh Mansour Hadi, a close ally of Riyadh.
Over 14,000 Yemenis, including thousands of women and children, have lost their lives in the deadly military campaign.