The Saudi-led coalition in Yemen said Iranian-backed Houthi rebels fired two ballistic missiles towards the southern Saudi Arabian city of Khamis Mushait on Monday night, but hit only uninhabited border areas.
They were launched from a populated area in northern Yemen's Saada province, the coalition said.
The coalition added later that it had destroyed a bunker for ballistic missiles and launch pads in Saada.
"We are taking operational measures to neutralise and destroy sources of threat to protect civilians," the coalition said, adding that its military operations complied with international law and its customary rules.
Meanwhile, US Secretary of State Antony Blinken has said Washington aims to revitalise efforts to resolve the conflict.
Washington plans to reinvigorate diplomatic efforts, alongside the UN and others, to end the war in Yemen, Mr Blinken told UN Special Envoy for Yemen Martin Griffiths.
"He highlighted that the United States supports a unified, stable Yemen free from foreign influence, and that there is no military solution to the conflict," US State Department spokesman Ned Price said.
The comments were welcomed in Yemen by both the government and the rebels.
But Mohammed Ali Al Houthi, a rebel official, said the US must end support for Saudi Arabia in order for talks to begin.
A Saudi-led military coalition intervened in Yemen in 2015 at the request of the internationally recognised government, after the Iran-allied Houthi group ousted the administration from Sanaa.
The UN describes Yemen as the world's worst humanitarian crisis.
Attacks on Saudi Arabia have been become increasingly frequent, though mostly unsuccessful, in recent weeks.
US-made Patriot missile systems have helped intercept incoming Houthi ballistic missiles and drones.
