In a statement carried by state news agency SPA, the coalition said that according to initial findings an Indian resident was injured by falling debris after the missile was intercepted.
The Houthi-run Saba news agency earlier said a missile was fired at a Saudi National Guard base in Najran, and that it had led to “losses in the ranks of the enemy and its military equipment”.
The Iran-aligned Houthis have launched scores of missiles at the kingdom since the Saudi led coalition intervened in Yemen’s civil war in 2015 after the Houthis drove Yemeni President Abd-Rabbu Mansour Hadi into exile.
The kingdom puts the number of ballistic missiles fired at it by Yemen’s Houthi rebels over the past three years at 90.
On Thursday, it said it intercepted another missile fired by the Houthis at the southern city of Jazan.
Last week, Saudi air defence forces intercepted a flurry of missiles, and falling debris caused the first death in the capital Riyadh.
Saudi Arabia accuses Iran of supplying missile parts and expertise to the Houthis, who have taken over the Yemeni capital Sanaa and other parts of the country. Tehran and the Houthis deny the charge.