Warplanes from a Saudi-led coalition struck military bases aligned with Yemen's Houthi rebels in the capital Sanaa overnight and early Sunday morning, residents said.
The raid hit an air base near Sanaa airport and a military installation overlooking the presidential palace compound.
The Saudi-led coalition began air strikes in Yemen in March in a campaign to restore Yemeni President Abd-Rabbu Mansour Hadi to power. He fled in March, after Iranian-backed Houthi rebels seized the capital Sanaa in September and then thrust into central and south Yemen.
Houthi television reported that the rebels fired 20 rockets at Saudi Arabia's southwestern border city of Najran on Saturday.
A Saudi Ministry of Interior spokesman said a border guard was killed and seven others were wounded on Saturday in the Najran region due to rocket attacks from inside Yemen.
"At 18:30 on Saturday as a border guard patrol was on duty at Al-Harth sector in Jazan region, it was hit by military shells launched from Yemeni territory," the spokesman said.
The United Nations has said that more than 1,870 people have been killed and more than 7,000 wounded in the conflict since March 19.