An explosion rattled windows across the Saudi capital at around 1:00 pm (1000 GMT), AFP correspondents and residents said. Some residents reported hearing two blasts on social media.
On Saturday, the Saudi-led coalition, which backs Yemen's internationally recognised government against the Huthis, said it had intercepted and destroyed a "hostile air target" heading towards Riyadh, state television reported.
The brief statement did not identify the source of the target and the Huthis said they were not involved.
Riyadh's King Khaled International Airport said there were a number of flight delays following Saturday's incident.
Saudi Arabia has led a military intervention against the Huthis since 2015 and has repeatedly been targeted with cross-border attacks.
It is rare, however, for drones or missiles launched by the Huthis to reach the kingdom's capital -- about 700 kilometres (435 miles) from the border.
The incident comes only days after Joe Biden was sworn in as US president, replacing Donald Trump.
On Monday, the new administration froze sanctions on dealings with the Huthis for one month as it reviews a terror blacklisting imposed under Trump that aid groups warn will aggravate a humanitarian crisis.
Relief groups say they have no alternative but to deal with the rebels, who control much of Yemen, including the capital Sanaa.
Subscribe to Mint Newsletters
* Enter a valid email
* Thank you for subscribing to our newsletter.
Never miss a story! Stay connected and informed with Mint.
our App Now!!