The Saudi-led military coalition intercepted a missile over Riyadh late Saturday, state media said, after AFP reporters heard three explosions in the capital.

"A ballistic missile was intercepted and destroyed over Riyadh," state-run Al-Ekhbariya television reported.

There was no immediate claim of responsibility for the attack, but Yemen's Iran-aligned Huthi rebels have previously launched missiles, rockets and drones on the Saudi capital and other cities.

At least three blasts rattled Riyadh, according to AFP.

The assault comes after all parties in Yemen's long conflict offered support on Thursday for the United Nations' call for a ceasefire to protect civilians from the novel coronavirus pandemic.

Saudi Arabia, the Yemeni government and the rebels all welcomed an appeal from UN Secretary General Antonio Guterres for an "immediate global ceasefire" to help avert disaster for vulnerable people in conflict zones.

The call coincided with the fifth anniversary of regional power Saudi Arabia's intervention in Yemen's civil war, at the helm of a military coalition supporting the internationally recognised government against the Huthi rebels.

Yemen's broken healthcare system has not so far recorded a case of the COVID-19 illness, but aid groups have warned that when it does hit, the impact will be catastrophic in a country already regarded as facing the world's worst humanitarian crisis.

Saudi Arabia is scrambling to limit the spread of the disease at home. The kingdom's health ministry has reported 1,203 coronavirus infections and four deaths from the disease so far.