The Saudi Ministry of Defense confirmed the attack, claiming that the enemy air target towards Jeddah had been intercepted and destroyed.
So far, Yemeni officials have not reacted to the attack.
Saudi Arabia has not commented on the type or details of the attack.
In recent days and weeks, the Yemeni army and popular committees have stepped up their attacks on sensitive areas of Saudi Arabia due to the escalation of attacks by the Saudi-led coalition in Yemen.
The Yemeni army and popular committees also targeted the King Khalid Air Base in the southwestern Saudi city of Khamis Mushait on Wednesday morning with a drone.
Yemeni Armed Forces Spokesman Brigadier General Yahya Saree also confirmed the drone strike in southwestern Saudi Arabia on Wednesday morning.
The Saudi-led coalition has been bombing Yemen for nearly seven years, imposing a siege, starvation and lack of medical supplies on the Yemeni people, and continuing to kill women and children.
These attacks have led to the destruction of Yemen's infrastructure and the spread of poverty, unemployment and the spread of infectious diseases in this country.
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