Alliance says it is ready to investigate with the US attack that killed at least 140 and injured more than 500.
A US Navy destroyer has been targeted in a failed missile attack from territory in Yemen controlled by Houthi rebels, a US military spokesman says.
In another attack, a ballistic missile launched from Yemen targeted a Saudi airbase near the Muslim holy city of Mecca, Saudi and rebel media reported Monday, the deepest strike yet into the kingdom by the rebels and their allies.
Two missiles failed to hit the US Navy ship after being launched on Sunday, Pentagon spokesman Captain Jeff Davis told Reuters news agency.
“USS Mason detected two inbound missiles over a 60-minute period while in the Red Sea off the coast of Yemen. Both missiles impacted the water before reaching the ship,” he said. “There were no injuries to our sailors and no damage to the ship.”
Lieutenant Ian McConnaughey, a Navy spokesman, said on Monday that it was unclear if the Mason was specifically targeted, though the missiles were fired in its direction.
The destroyer at the time of the missile fire was north of the Bab al-Mandeb Strait, which serves as a gateway for oil tankers headed to Europe through the Suez Canal, a defence official said.
Earlier this month Yemeni fighters said they destroyed a vessel in the Bab al-Mandeb Strait that was operated by the United Arab Emirates military, which is part of an Arab coalition fighting in support of Yemen’s government against the Houthis.
There were no casualties reported in that attack.
On Monday, Saudi state television broadcast a brief clip of what appeared to be a projectile landing in Taif and the flash of an explosion, followed by images of emergency vehicles.
Taif is home to Saudi Arabia’s King Fahad Air Base, which hosts US military personnel training the kingdom’s armed forces.
The Saudi military said the missile fired late on Saturday caused no damage. The US military’s Central Command, which oversees troops in the Middle East, did not immediately respond to a request for comment.
Al-Masirah, a satellite news channel run by the Houthis, identified the missile as a local variant of a Soviet-era Scud missile. It said the Volcano-1 missile targeted the airbase.
The Houthis have fired a series of ballistic missiles into Saudi Arabia, but most have hit areas closer to the border with Yemen.
In the Taif attack, however, the missile struck more than 520km from the demarcation.
The Saudi military also said it earlier intercepted another ballistic missile fired on Sunday on the Yemeni city of Marib.
Saudi Arabia and the United States blame Iran for supplying weapons to the Houthis. Tehran views the Houthis, who are from a Shia sect, as the legitimate authority in Yemen but denies it supplies them with weapons.
The missile attacks follow the killing of at least 140 Yemenis in air strikes on a funeral reception in the capital Sanaa on Saturday. More than 500 others were wounded.
The Arab coalition fighting the Houthis denied responsibility but said it would investigate the attack, which was condemned by United Nations, European Union, and the United States.
The Saudi-led coalition is battling Houthi fighters and their allies in support of President Abd Rabbu Mansour Hadi’s government.
Since March 2015, the Arab alliance has pushed the opposition fighters out of much of Yemen’s south, but they still control nearly all of the country’s Red Sea coast, as well as chunks of territory around the capital Sanaa.
More than 10,000 people, including many civilians, have been killed since the conflict began.