Saudi Arabia's missile interceptions came hours after Saudi air defences shot down two unmanned Yemeni drones in southern Saudi Arabia.
Saudi Arabia's air defences on Wednesday "intercepted" a ballistic missile fired from rebel-held Yemen at Riyadh, a military spokesman said, adding two others were shot down in southern Saudi Arabia.
The announcement came after an AFP journalist witnessed explosions and heard three blasts over the capital, which has previously been targeted by Iran-backed Houthi rebels in Yemen.
"An Iranian ballistic missile launched from Sadaa towards Riyadh was successfully intercepted by Saudi Air Defence earlier today," Colonel Turki al Malki, spokesman for the Saudi-led coalition fighting the Houthis, said.
He said Saudi forces also intercepted two missiles in the southern Jizan and Najran provinces close to the border with Yemen.
The attacks were claimed by the rebels via their news outlet Al Masirah.
"The missile force carried out a large-scale ballistic missile attack on various parts of Saudi Arabia," Al Masirah said.
As the announcement on the missile interceptions emerged, Malki also said in a separate statement that Saudi air defences had shot down two unmanned Yemeni drones on Wednesday in southern Saudi Arabia.
One of the drones was targeting the Abha international airport in Asir province, which led to a temporary suspension of air traffic, and a second was approaching a "civilian object" in Jizan province, he said.
The Houthis claimed attacks on Abha airport and Saudi Aramco, located in Jizan, via Al Masirah, publishing an infographic of the "Qasef 1" drone.
Aramco in a statement on Wednesday said, "Saudi Aramco operations and facilities, including our facilities in Jizan, are operating normally and safely."