The Saudi-led coalition fighting Yemen's Ansar Allah said it destroyed two ballistic missiles fired by the Iran-aligned group towards Taif and Yanbu on Saturday, as fighting between the sides continued.
Saudi Arabia's Civil Defense briefly issued alerts warning residents of potential danger in Taif and Yanbu, as well as in the holy city of Mecca and the kingdom's second-largest city, Jeddah.
About 10 minutes later, the agency said the threat had passed.
The interceptions came two days after the Ansar Allah said they had attacked Saudi Arabia's defence ministry in Riyadh, facilities belonging to oil giant Saudi Aramco in the Red Sea city of Yanbu and King Fahd International Airport in Dammam, where Saudi authorities said two people were killed.
Saudi authorities have not confirmed the reported attacks in Riyadh and Yanbu.
Aramco told staff to evacuate its headquarters in the Gulf city of Dhahran, six people with knowledge of the matter told Reuters on Thursday.
The Saudi-led coalition said on Thursday it intercepted drones over Riyadh and Medina, not far from Yanbu. On Wednesday, the Ansar Allah denied launching drones towards Medina after the coalition said it had intercepted drones over the holy city and Saudi Arabia's Eastern region.
The Ansar Allah warned airlines earlier this month against using Saudi airspace, exempting only the airspace over Mecca and Medina, as they intensified attacks on the kingdom.
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