Both the Saudi state media and Houthi-controlled Al Masirah TV confirm that the bombing in the Houthi-controlled capital took place early Tuesday morning.
In a statement, the Saudi-led military said the raids were aimed at "legitimate military areas" in the northern part of the capital.
No one was injured in the attack, Reuters reported.
As recently as last Saturday, the Houthi rebels staged a drone attack on Saudi soil.
More than 100,000 people have been killed
The war in Yemen has been going on since 2014, when the country's government was forced to flee.
On one side are the Houthi rebels and on the other the neighboring countries, Saudi Arabia and the United Arab Emirates, which are trying to return power to the government.
According to many, the war in Yemen is a proxy war between Iran and Saudi Arabia.
Since the war broke out six years ago, more than 100,000 people have been killed and millions of people have been forced to flee their homes.
According to the UN, 80 percent of the Jeminite population is in need of humanitarian aid and it is described as the world's largest humanitarian crisis right now.
Peace talks on Swedish soil
In December 2018, the Houthi rebels and the Yemeni government met on Swedish soil.
An agreement was reached between the parties.
The Stockholm Agreement focused on three main points;
ceasefire in the important port city of Hodeidah and in the city of Taiz, humanitarian corridors, and prisoner exchanges.
Many then hoped for better times for war-torn Yemen.
But when the country's foreign minister visited Sweden in September this year, he stated to SVT Nyheter that this is not the case.
"Unfortunately, it is worse than before on all three points," Yemen's Foreign Minister Ahmad bin Mubarak told SVT News at a hotel in Stockholm.
The setbacks for the Yemeni people seem to take turns.
Since 2017, the UN has investigated and observed several war crimes from both parties.
But in October this year, the UN Human Rights Council decided to close the investigation.