The UN and diplomats had hoped a pause in the conflict would pave the way for talks to end the 19-month-long war in the country, in which at least 10,000 people have been killed.
The Saudi Arabia-led coalition operating in Yemen began bombing targets in the country's capital Sanaa on Sunday morning, hours after a three-day truce expired, residents said.
The UN-brokered ceasefire, which ended without renewal at Saturday midnight, was agreed between the coalition of Arab states and the Iran-allied Houthi militia which controls the capital.
A Reuters report, citing local residents, said air strikes were carried out on some military sites in Sanaa in the Hafa camp to the east and in the Nahdein area in the south.
Radar positions were also targeted in the Houthi-controlled city of Hodeida, it added.
The strikes took place hours before UN envoy Ismail Ould Cheikh Ahmed arrived in Sanaa. He is expected to discuss options for a political solution with Houthi representatives.
The UN and diplomats had hoped a pause in the conflict would pave the way for talks to end a 19-month-long war in the Arabian Peninsula's poorest country. At least 10,000 people have been killed in the civil war so far.
Earlier this month Saudi-led air strikes hit a Houthi funeral procession, killing at least 140 people and causing an international outcry.
The coalition has been fighting Houthi militias and forces loyal to former president Ali Abdullah Saleh in Yemen since March 2015 to try to restore to power to the administration of internationally-backed President Abd-Rabbu Mansour Hadi, who was forced to temporarily flee to Saudi Arabia.
Fresh UN appeal
On Saturday the UN envoy for Yemen, Ismail Ould Cheikh Ahmed, called for the renewal of a 72-hour ceasefire before it expires.
"With the 72-hour Cessation of Hostilities in Yemen coming to an end, the United Nations Special Envoy for Yemen Ismail Ould Cheikh Ahmed urges all parties to agree to its extension for at least another renewable 72 hours," a statement posted on his Facebook page said.
Ahmed said the ceasefire was "largely holding despite reported violations from both sides in several areas."