Saudi Arabia said its air defences on Wednesday intercepted ballistic missiles fired from rebel-held Yemen at Riyadh and the south of the kingdom where two drones were also shot down.
The facility reportedly belonged to the oil giant Saudi Aramco.
The Houthis said they were targeting an Aramco facility in Jizan, but the company said its facilities there were operating "normally and safely".
On Monday, Yemeni forces fired a domestically-manufactured ballistic missile at Nahouqa military base in Saudi Arabia's southern Najran region.
Houthis claimed the attack on Twitter, saying the intended target of the attack was the Saudi defense ministry in Riyadh.
The coalition has launched thousands of air strikes in Yemen which have hit schools, markets and hospitals, killing hundreds of people - though it says it does not target civilians. Saudi Arabia has accused Iran of funding and arming the rebel movement, a charge Iran has denied.
The missiles were directed towards the capital Riyadh and cities of Jizan and Najran.
"The missile force carried out a large-scale ballistic missile attack on various parts of Saudi Arabia", Al-Masirah said.
The missile was shot down just hours after Saudi military brought down a Houthi-rebel drone at an worldwide airport in the southern city of Abha.
The Huthis claimed attacks on Abha airport and Saudi Aramco, located in Jizan, publishing an infographic of the "Qasef 1" drone on Al-Masirah. While missile strikes against Riyadh are growing in frequency, the Houthis have more often targeted southern Saudi border cities and towns. Earlier this month, the coalition said the rebels attacked a Saudi oil tanker in the Red Sea, causing "minor damage" to the ship.