The first drone targeted the province of Jizan, while the second was aimed at a residential area in Asir province, the coalition said in a statement released by the state-run Saudi Press Agency late on Saturday.
Turki al-Maliki, the spokesperson for the Saudi-led coalition fighting in Yemen, said the drones caused no damage or casualties.
The Houthis’ Almasirah satellite news channel also said late on Saturday the drones targeted Saudi airports in Abha and Jizan with Qasef-2K drones.
The Houthis have stepped up drone and missile attacks on cities in neighbouring Saudi Arabia in recent months as tensions have risen between Iran and Gulf Arab states allied with the United States further afield across the Middle East.
Earlier this month, the group fired a missile at the kingdom’s Abha airport, wounding 26 civilians in the building’s arrivals hall. Houthis have aimed drone and missile attacks at other areas in southern regions of the kingdom, including Khamis Mushait and Jizan.
More than 10,000 people have been killed since the Western-backed coalition led by Saudi Arabia and the United Arab Emirates (UAE) began their military campaign in Yemen nearly four years ago.
The civil war has pushed the impoverished country to the verge of famine, according to the United Nations and aid agencies.
The Yemen conflict is widely seen in the region as a proxy war between Saudi Arabia and Iran. Attacks on oil tankers near the Strait of Hormuz earlier this month have raised tensions, with the US and Saudi Arabia pointing the finger at Tehran.
But the Houthis have denied taking any orders from Tehran and say they took up arms to fight corruption.
The rebels have said they had the right to defend themselves in the face of more than four years of Saudi-UAE bombing and an air and sea blockade.
In May, two oil pumping stations in Saudi Arabia were targeted by drones causing minor supply disruptions highlighting an apparent significant leap in the drone capabilities of the Houthis.