Saudi Arabia on Friday intercepted a ballistic missile fired by Houthi rebels in Yemen, an attack the Saudi-led coalition fighting the rebels said was proof of Iranian support for the insurgents.

"This hostile act by the Iran-backed Houthis proves the Iranian regime remains implicated in supporting the armed Houthis," coalition spokesman Turki Al Maliki said.

Riyadh said earlier that its air defences had intercepted the missile over the southern province of Najran.

Mr Al Maliki said the attack "deliberately targeted densely populated civilian areas" and had caused minor damage to the property of a Saudi citizen. No casualties were reported.

The rebels announced the attack in a tweet from the Houthi-affiliated Al Masirah TV channel.

Saudi Arabia said last month that "Iranian-manufactured ballistic weapons" threatened the kingdom's security following a foiled ballistic missile attack from Yemen that was targeted at the Al Yamama palace in Riyadh.

The United States has said a rebel missile fired at Riyadh in November and one launched in July bore clear signs of Iranian origins.

The Saudi-led coalition intervened in support of Yemeni president Abdrabu Mansur Hadi's government in March 2015, after the Houthis took over the capital Sanaa and much of the rest of the country.

The latest missile attack comes as government and coalition forces make major advances against the rebels in northern Yemen and on the Red Sea coast.

In the most recent gains, troops in the coastal province of Hodeidah captured a bridge linking the Hais district with the front line in Al Hamily, cutting off the rebels' supply lines.

Dozens of Houthis were killed as the army advanced more than 15 kilometres from Mushag to capture the Al Dami in southern Hais district.

In northern Yemen, troops took full control of Al Khab and Al Sha'ab districts in Jawf province and deployed in the Barat Al Enan area bordering Saada province, the Houthis' stronghold.

According to Ramzi Mokhtar, a journalist in the area, the Houthis suffered high casualties in the fighting and there were many children among the captured rebel fighters.

The rebels are also facing dissent in the capital, Sanaa, which they have held since September 2014. Anger has been growing at the Houthis after they launched a crackdown on supporters of Ali Abdullah Saleh, the former Yemeni president who they killed on December 4 after he broke off his alliance with them and called for talks with the Saudi-led coalition to end the war.

"People are full of fear as the Houthi militia stormed hundreds of civilian residences, claiming to search for GPC activists," a Sanaa resident told The National, referring to Saleh's General People's Congress party.

There is also mounting anger among state employees over the rebel administration's failure to pay salaries for 16 months.

According to Al Khabar news agency, which is affiliated with the GPC, activists are calling for a civil disobedience movement to demand payment of wages.

Employees of the state petroleum company have staged a protest at the company headquarters and hundreds of other state workers have said they will give the Houthis one week to pay their salaries or else they would start a civil disobedience movement, Al Khabar said.

"We are living on the brink of famine, we can no longer be silent," one employee told The National.