Yemeni army units allied to the Houthi militia fired a ballistic missile toward southern Saudi Arabia on Wednesday but the Saudi military said it intercepted it and retaliated with air strikes on Yemeni territory.

Residents in Yemen's capital Sanaa reported hearing a big roar as the Scud was launched from near the city, followed by Saudi-led air strikes on a presidential palace and a military depot for rockets.

Brigadier General Sharaf Luqman, a spokesman for the Yemeni forces fighting alongside the Houthis, said the missile was aimed at an electricity station in Saudi Arabia's Jizan province.

The strike was "a response to the brutal Saudi aggression on Yemen," he told Saba, Yemen's Houthi-controlled state news agency.

The Saudi military said in a statement it intercepted the missile, averting any damage, and directed air attacks against the source of fire in Yemen.

Saudi Arabia led an Arab military intervention against the Houthis beginning on March 26 to restore the Yemeni government ousted by the group and fend off what it sees as the creeping influence of the Shi'ite Muslim group's main ally, Iran.

A powerful Cold War-era weapon, the Scud had been launched at Saudi Arabia by Yemeni forces twice before during the five-month war but was shot down by American-provided Patriot missiles both times.

Two Saudi soldiers and a brigadier general were killed this week in border fighting along the kingdom's long frontier with northern Yemen, a heartland of the Houthis. - Reuters