The Saudi Air Force has intercepted a missile over the northeastern part of the capital Riyadh, Saudi state television reports.
Reuters reporters in the capital heard several loud booms and saw smoke in the air shortly before midnight local time.
Another witness said he saw a long stream of light followed by additional explosions.
Footage on social media appeared to show one of the intercepting Saudi missiles failing and landing inside the city.
Analysis group Strategic Sentinel said of video of the incident posted on Twitter: "New angle suggests this is actually a spectacular failure of a #Saudi interceptor and not the missile fired at #Riyadh"