Saudi Arabia on Friday intercepted a ballistic missile fired from Yemen into the kingdom's south, as Riyadh and its allies said the attack "proved" Iran's support for Yemen's Huthi rebels.

The Riyadh-led military coalition fighting the rebels in Yemen in a statement said Saudi air defences intercepted the missile at around 0500 GMT, but reported no casualties.

The Huthis, who are locked in war with Yemen's Saudi-backed government, earlier said they had fired a missile at Saudi Arabia's southwestern province of Najran in a statement tweeted by their Al-Masirah television channel.

Sunni-ruled Saudi Arabia has repeatedly accused its regional rival Iran of arming the Shiite Huthis, but Tehran denies the allegations.

On Friday, coalition spokesman Turki al-Maliki said the foiled missile attack served as further proof that Iran armed the rebels.

"This hostile act by the Iran-backed Huthis proves the Iranian regime remains implicated in supporting the armed Huthis," Maliki was quoted by Saudi state news agency SPA as saying.

Maliki said the attack "deliberately targeted densely populated civilian areas" and had caused minor damage to the property of a Saudi citizen.

The United States, a longtime ally of Saudi Arabia, has said Iran manufactured a missile fired by the Huthis towards Riyadh's international airport in November.

In December, US ambassador to the United Nations Nikki Haley presented what she called "undeniable" evidence that the missile was Iranian-made. Tehran rejected the evidence as "fabricated".

A confidential report to the UN Security Council the same month said UN officials had examined debris from missiles fired at Saudi Arabia that pointed to a "common origin" but could not conclude whether they came from an Iranian supplier.

The Huthis have increased their rocket attacks on the kingdom since November.

The Saudi-led coalition joined the Yemeni government in its fight against the Huthis in March 2015, after the rebels seized control of the capital Sanaa.

Despite the coalition's superior firepower, the rebels still control the capital and much of the north of the country.

More than 8,750 people have been killed since the coalition's intervention in Yemen, according to the World Health Organization.

The country is also now facing what the United Nations has described as the world's worst humanitarian crisis.

Source: AFP