Yemen's Houthi group fired two Zelzal-1 missiles in the direction of Saudi Arabian provinces alongside the joint border, the Houthis' Masirah TV said in a tweet on Sunday.
The two missiles targeted "gatherings of Saudi soldiers," one in Jizan and the other in Najran, it said.
The Saudi armed forces did not confirm the attacks.
Saudi Arabia is leading a western-backed alliance of Sunni Muslim Arab states trying to restore the internationally recognized government of Yemeni President Abd-Rabbu Mansour Hadi, ousted from the capital Sanaa by the Iran-aligned Houthis in 2015.