Clashes broke out with Houthi forces in the city of Najran, the Ansarullah news website reported.
The report added that dozens of Saudi were killed and tens of others injured during the fighting.
Saudi authorities have yet to comment.
The Saudi-led coalition invaded Yemen in 2015. Since then، over 100،000 people have been killed، according to the US-based Armed Conflict Location and Event Data Project (ACLED).