The drone was aimed at a populated area in Khamis Mushait, which houses a major airbase used as a launchpad for the coalition's bombing campaign in Yemen, says a coalition spokesman.
Saudi air defences intercepted a Yemeni rebel drone targeting a residential area in the kingdom's south on Tuesday, a Riyadh-led military coalition said, as the Iran-linked militia step up attacks across the border.
A coalition spokesman said the drone was aimed at a populated area in Khamis Mushait, which houses a major airbase used as a launchpad for the coalition's bombing campaign in Yemen.
He did not report any damage or casualties, in a statement released by Saudi state media.
The Houthi rebels earlier claimed drone attacks on aircraft hangars and military positions at two airports in the nearby cities of Abha and Jizan.
The coalition did not confirm those attacks.
The rebels, who have faced persistent coalition bombing since March 2015 which has exacted a heavy civilian death toll, have stepped up missile and drone attacks across the border in recent weeks.
A Houthi drone attack on Abha's civilian airport killed a Syrian national and wounded 21 others on Sunday, the coalition said.
On June 12, a rebel missile attack on Abha airport wounded 26 civilians, drawing promises of "stern action" from the coalition.
Human Rights Watch denounced that attack as an apparent "war crime".
Tensions with Iran
The latest raids come amid spiralling regional tensions after Washington -- a key ally of Riyadh -- accused Iran of shooting down a US drone over international waters and of carrying out attacks on oil tankers in the strategic Gulf of Oman.
Saudi Arabia has repeatedly accused Iran of supplying sophisticated weapons to Houthi rebels, a charge Tehran denies.
Following recent attacks, Saudi state media have reported an intensification of coalition air raids on rebel positions in the northern Yemeni province of Hajjah and the Houthi-held capital Sanaa.
The coalition intervened in support of the Yemeni government in 2015 when President Abd Rabbu Mansour Hadi fled into Saudi exile as the rebels closed in on his last remaining territory in and around the second city Aden.
Since then, the conflict has killed tens of thousands of people, many of them civilians, relief agencies say.