RIYADH (Reuters) - Saudi Arabia's air defence forces intercepted a ballistic missile over Riyadh on Wednesday, state media said, after at least three blasts were heard and three clouds of smoke were seen in the sky above the capital.

Yemen's Houthis has stepped up missile attacks on the kingdom in what it says is retaliation for air raids by a Saudi-led coalition fighting the Iran-aligned armed movement.

One man was killed in Riyadh last month by debris after the military shot down a flurry of missiles, the first casualty of the Yemen war in the Saudi capital.

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Saudi Arabia and a coalition of mostly Gulf Arab states intervened in Yemen's civil war in 2015 to try and push back the Houthis after the movement drove the internationally recognized government into Saudi exile.

The attack on Wednesday marked the fourth time in five months that missiles have flown over Riyadh, as the Houthis step up efforts to demonstrate they can reach the Saudi capital, and threatens to escalate a regional rivalry between Iran and Saudi Arabia.

The coalition has launched thousands of air strikes in Yemen which have hit schools, markets and hospitals, killing hundreds of people - though it says it does not target civilians.