Saudi Arabia’s air defense intercepted a missile, fired from Yemen, close to the capital Riyadh on Saturday, Al Arabiya TV reported.
State-owned Al Ekhbariya TV said it was brought down north of King Khaled Airport and there were no casualties reported.
No previous missiles have come so close to a major population centre.
State news channel Al-Ekhbariya said the missile was "of limited size" and caused no damage.
Yemen has been devastated by a war between forces loyal to the internationally-recognised government of President Abdrabbuh Mansour Hadi and those allied to the Houthi rebel movement.
Saudi Arabia is leading a campaign to defeat the Houthis, and is the biggest power in an international air coalition that has bombed the rebel group since 2015.
UN-brokered talks have failed to bring an end to the bloodshed, which has claimed more than 8,600 lives and injured nearly 50,000 since the Saudi-led campaign began.
The conflict has also left 20.7 million people in need of humanitarian assistance, created the world\’s largest food security emergency, and led to a cholera outbreak that is believed to have affected 884,000 people and caused 2,184 deaths.
SOURCE: REUTERS AND AGENCY