Saudi sources confirmed the attacks after at least four blasts rocked the city center, Yemen's Arabic-language al-Masirah television network reported.
Saudi Arabia, as always, claimed it had intercepted two ballistic missiles over the capital on Wednesday.
There were no immediate reports of casualties or damage after the Borkan-2 (Volcano-2) medium-range ballistic missiles landed on the Saudi targets.
Recently, a Yemeni commander said entire Saudi Arabia, including its capital, are within the striking range of Yemen’s homegrown missiles, warning the Al Saud regime that keeping the massacre of Yemenis would turn its vessels and oil facilities in the Bab el-Mandeb Strait into military targets.
In an interview with Tasnim, ranking commander of Yemen’s Army General Yahya al-Houthi said if Saudi Arabia continues to kill people of Yemen, Saudi vessels and sites at the Bab el-Mandeb Strait will become military targets of Yemen’s missiles.
Yemen’s policy of targeting only Saudi Arabia’s economic facilities and state-run airports and its refusal to attack civilian areas signifies that the Yemeni forces respect moral and human values, the commander explained.
Since March 2015, Saudi Arabia and some of its Arab allies have been carrying out airstrikes against the Houthi Ansarullah movement in an attempt to restore power to fugitive former president Abd Rabbuh Mansour Hadi.
Over 14,000 Yemenis, including thousands of women and children, have lost their lives in the deadly military campaign.