RIYADH: Saudi Arabia on Thursday intercepted and destroyed a ballistic missile fired from war-torn Yemen, state media reported, the second such attack this month claimed by Iran-backed Huthi rebels.

The missile targeted the southern Saudi city of Khamis Mushait, with authorities reporting no casualties, just hours after the rebels threatened to retaliate over a crippling blockade on Yemen.

A Saudi-led coalition against the rebels imposed the blockade, which the UN warns is deepening Yemen's humanitarian crisis, in response to a Huthi missile that was intercepted near Riyadh airport on November 4.

The missile attacks, which could further escalate the coalition's military campaign, underscore how the raging Yemen conflict is increasingly spilling across the border, threatening Saudi towns and villages.

The Huthi-run Al-Masira television channel said Thursday's missile hit a military target inside Saudi Arabia, but the coalition contradicted that claim.

"The missile heading towards the city of Khamis Mushait was intercepted and destroyed without any casualties," the Saudi Press Agency quoted the coalition spokesman Turki al-Maliki as saying.

Hours earlier rebel chief Abdulmalik al-Huthi threatened to retaliate if the blockade was prolonged.

"Should the blockade continue, we know what (targets) would cause great pain and how to reach them," he said in a speech broadcast on Al-Masira.

The Huthi rebels this month warned that they considered "airports, ports, border crossings and areas of any importance" in Saudi Arabia, as well as its ally the United Arab Emirates, legitimate targets.

'Humanitarian catastrophe' 

The coalition, which accuses the rebels of being a proxy for regional nemesis Iran, justifies the blockade saying it is meant to stop the flow of arms to the rebels from Tehran.

Earlier this month Saudi Arabia's powerful Crown Prince Mohammed bin Salman said arming Yemen's Huthis could be considered an "act of war", provoking a heated war of words with Tehran.

Iran denies it is supplying the Huthis with arms.

Saudi Arabia and a coalition of mainly Sunni Arab allies launched air strikes in March 2015 against the Huthis and later sent ground troops to support pro-government forces.

The conflict has claimed more than 8,600 lives since the Saudi-led coalition joined the government's war against the rebel alliance.

More than 2,000 people have also died of cholera this year.

British Prime Minister Theresa May on Wednesday implored Saudi leaders to ease the blockade to "avert a humanitarian catastrophe", her office said, echoing urgent appeals from the United Nations.

May met both Saudi King Salman and Prince Mohammed in Riyadh during a Middle East tour, with the worsening Yemen crisis topping her agenda.

The UN on Monday urged the Saudi-led coalition to do "much more" to ease the blockade impeding shipments of aid and fully reopen the key rebel-held Red Sea port of Hodeida.

The coalition has allowed some supplies to reach rebel-held Sanaa and the Saleef Red Sea port, also in the Huthis' hands.

But little aid has entered through Hodeida, the main conduit for UN-supervised deliveries of food and medicine.

UN officials say Yemen could face the world's largest famine in decades unless the blockade is lifted.

Bouts of rebel infighting are further fuelling insecurity.