Saudi Arabia says it has intercepted and destroyed several ballistic missiles launched by Yemen's Houthi rebels towards Saudi cities, in the latest cross-border attack.

The missiles were fired from the Yemeni capital, Sanaa at 12:30am Friday and were aimed at cities and civilians, the Saudi-UAE-led coalition fighting the Yemeni group said, Saudi state news agency SPA reported.

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"They were launched in a systematic, deliberate manner to target cities and civilians, which is a flagrant defiance of international humanitarian law," coalition spokesman Turki al-Malki said, according to the SPA.

"The capital (Sanaa) has become a Houthi militia assembly, installation and launching-hub for ballistic missiles that target the kingdom," he added.

A Houthi military statement said the group had successfully attacked oil giant Saudi Aramco and sensitive targets in the Red Sea port city of Yanbu using drones and ballistic missiles, without providing evidence.

A Houthi spokesman quoted by the rebels' al-Masirah TV on Friday stressed that the targets "were hit with precision" and promised further attacks against Saudi Arabia in "case of continued aggression and economic blockade".

Aramco, the kingdom's state-owned oil company, declined to comment.

The incident comes ahead of a gathering of finance ministers and central bankers from the Group of 20 major economies in Riyadh.

The G20 meeting continued as scheduled. It was unclear if any of the projectiles had been fired towards Riyadh, which has been targeted previously.

Saudi Arabia has repeatedly accused Iran of supplying sophisticated weapons to the Houthis, a charge Tehran denies.

The coalition intervened in support of the Yemeni government in 2015 when President Abd-Rabbu Mansour Hadi fled into Saudi exile as the rebels closed in on his last remaining territory in and around Aden.

Tens of thousands of people, many of them civilians, have been killed in the conflict, relief agencies say.

The fighting has triggered what the United Nations describes as the world's worst humanitarian crisis, with millions displaced and in need of aid.