The Yemeni missile targeted the King Faisal military base in Jizan as part of retaliatory attacks against Riyadh for its ongoing military aggression on the impoverished Arab country, al-Masirah TV said on Twitter.
There were no immediate reports of damage or casualties and no confirmation from Saudi authorities.
Yemen’s defenseless people have been under massive attacks by the Saudi-led 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.