Yemen's Houthi rebels regularly launch drone and missile attacks targeting the Saudi kingdom's strategic assets and oil facilities.
Yemen's Iran-aligned Houthi movement has fired 14 drones at several Saudi cities, including at Saudi Aramco facilities in Jeddah.
The Houthi military spokesperson said in a televised press conference on Saturday that the group had also attacked military targets in Riyadh, Jeddah, Abha, Jizan and Najran.
There was no immediate Saudi confirmation.
Saudi Aramco, the state oil firm, said when contacted by Reuters that it would respond at the earliest opportunity.
Yemen conflict lingers on
The Saudi-led military coalition intervened in Yemen in 2015, backing forces of the ousted government of President Abd Rabbu Mansour Hadi and fighting the Iran-aligned Houthi group.
Houthis regularly launch drone and missile attacks targeting the gulf kingdom.
Yemen has been embroiled in a civil war since 2014, when the Houthis swept across much of the north and seized Sanaa, forcing the internationally recognised government into exile.
The Saudi-led coalition entered the war the following year on the side of the government.