Speaking on condition of anonymity because they were not authorised to speak publicly about the diplomatic tensions, two officials told the Associated Press news agency on Thursday that Rabat had also recalled its ambassador to the kingdom.
The officials did not elaborate, simply saying Morocco was not taking part in any military interventions or ministerial meetings with the coalition.
Saudi Arabia entered Yemen's war in 2015 in an attempt to roll back advances made by the Houthis, a group of Shia rebels who overran much of the country in 2014.
With logistical support from the United States, the coalition has carried out more than 18,000 raids on Houthi-held areas in an attempt to reverse their gains.
Weddings, funerals, schools and hospitals, as well as water and electricity plants, have been targeted, killing and wounding thousands.
The war has been at a stalemate for years, with the coalition and Yemeni forces being unable to dislodge the Houthis from the capital Sanaa and most urban centres.
In an interview with Al Jazeera last month (Arabic link), Moroccan Foreign Minister Nasser Bourita attributed Rabat's decision to "developments on the ground" in Yemen, "especially in regards to the humanitarian situation".
Rabat had already scaled down its participation in coalition activities in May of 2015 after a Moroccan F-16 fighter jet was reportedly shot down by the Houthis.
When asked why King Mohammed VI did not host Saudi Crown Prince Mohammed bin Salman on a recent tour of other Arab countries, Bourita said: "Official visits are prepared in advance, according to protocol."
The tour came amid international concern about the Yemen war and condemnation of the killing of Saudi national and Washington Post columnist Jamal Khashoggi.
One official told the AP that Morocco declined to host MBS citing the Moroccan king's "busy agenda".
After Bourita's interview, Saudi television channel Al Arabiya aired a documentary on disputed Western Sahara, supporting claims that Morocco invaded it after Spanish colonisers left in 1975.
Morocco recalled its ambassador to Saudi Arabia for consultations after the report aired, according to another government official.
Morocco considers Western Sahara its southern territories.
Yemen's four-year war and ensuing economic collapse have unleashed the world's most urgent humanitarian crisis with 14 million of its 29 million population staring at starvation.
Food prices have increased by an average of 68 percent, and the price of commodities such as petrol, diesel and cooking gas have increased by at least 25 percent in the past year.
According to recent estimates, as many as 85,000 children may have died from hunger since the coalition's intervention.