Yemen's Houthi rebels have fired a ballistic rocket targeting the al-Yamamah royal palace in the Saudi capital Riyadh, said reports. Picture: Sebastian Apel/U.S. Department of Defense, via AP

Cairo - Yemen's Houthi rebels have fired a ballistic rocket targeting the al-Yamamah royal palace in the Saudi capital Riyadh, Houthi-affiliated TV al-Masirah reported on Tuesday, with Saudi media later reporting that the missile had been intercepted.

The Saudi-led coalition said it intercepted the missile south of the capital Riyadh, according to the Saudi-owned Al Arabiya broadcaster.

Last month, Saudi Arabia intercepted two ballistic missiles fired from Yemen: One of them was near King Khalid International Airport in Riyadh while the other targeted the south-western Saudi province of Assir.

In response, the Saudi-led coalition fighting the Houthis imposed a blockade on Yemen, saying it aimed at stopping the flow of Iranian arms to the Shiite Houthis.

The blockade was gradually lifted afterwards.

This is a developing story.