Citing military coalition spokesperson Colonel Turki al-Malki, the state-run Saudi Press Agency announced the deaths in Jizan province on Saturday night.
Al-Malki accused Yemen’s Shia rebels of firing a projectile that was “launched deliberately to target civilians”.
Saudi Arabia launched a war against the Houthis in March 2015, after the rebels drove Yemen’s internationally recognised government from the capital, Sanaa.
The more than three-year-old conflict in Yemen is widely seen as part of a proxy battle between Saudi Arabia and Iran.
The Saudi-led coalition faces widespread international criticism for its air attacks in Yemen that have killed many civilians.
The conflict has killed more than 10,000 people and displaced more than three million others. The United Nations says that Yemen is currently the world’s worst humanitarian crisis and that 22.2 million Yemenis are in need of humanitarian aid.