Officials said missile was intercepted over Taif province's Wasaliyah area, headed towards Mecca. But Houthi rebels in Yemen said it was aimed at a Saudi air base.
A ballistic missile fired by Yemen's Houthi rebels toward the Muslim holy city of Mecca in Saudi Arabia was shot down late on Thursday, the Saudi-led coalition fighting in Yemen said.
Air defence forces downed the missile over the Wasaliyah area of Taif province, 69 kilometres from Mecca, without causing any damage, the coalition said in a statement carried by Saudi state news agency, SPA.
The statement called the missile launch "a desperate attempt to spoil the Haj pilgrimage," due to begin next month.
More than two million Muslims from around the world make the annual pilgrimage to Mecca, one of the five pillars of Islam which every able-bodied Muslim who can afford to is obliged to undertake at least once.
The Iran-aligned Houthis and allied militias loyal to former Yemeni President Ali Abdullah Saleh said on their official news agency they had launched a Burkan-1 missile into Saudi Arabia but said it was aimed at the King Fahd air base in Taif.
Saudi Arabia and its Gulf Arab allies have intervened in Yemen's civil war since March 2015 in a campaign to restore the ousted, internationally recognised government of President Abd Rabbu Mansour Hadi.
The coalition's offensive to seize Hodeidah from Houthi control has slowed since the outbreak of an intra-Gulf diplomatic dispute with Qatar in early June.