The station gave no further details. There were no reports of casualties or damage.
The Iranian-aligned Houthis have fired several missiles at the kingdom, and while these have not caused any serious damage they have served to deepen tensions between Riyadh and its arch rival Tehran.
Saudi Arabia accuses Iran of supplying missile parts and expertise to the Houthis, who have taken over the Yemeni capital, Sanaa, and other parts of the country during its civil war. Iran denies the charge.
Saudi Arabia is leading a coalition that has been fighting the Houthis in neighbouring Yemen since March 2015, after the movement drove Yemeni President Abd-Rabbu Mansour Hadi into exile.
The conflict has killed more than 10,000 people, displaced over two million and brought much of the country to the brink of famine.
(Reporting by Hadeel Al Sayegh, Editing by William Maclean)
(Except for the headline, this story has not been edited by NDTV staff and is published from a syndicated feed.)
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