There were no immediate reports of damage or casualties.
The Houthis said they were targeting an Aramco facility in Jizan, but the company said its facilities there were operating "normally and safely".
The attack on Wednesday marked the fourth time in five months that missiles have flown over Riyadh, as the Houthis step up efforts to demonstrate they can reach the Saudi capital, and threatens to escalate a regional rivalry between Iran and Saudi Arabia.
A Yemeni official had told Reuters that Saudi Arabia and its main ally the United Arab Emirates would likely seek to remain deployed along the country's Red Sea coast, where it is now fighting an offensive against the Iran-aligned Houthi movement.
In a response to a request for comment, the coalition denied the allegation.
The next day military sources said that among the killed Sudanese forces were two second battalion commanders, including Lt. Col. Ibrahim of El Hazem Brigade, and a financial affairs officer of the Sudanese Military Intelligence in Yemen named Tawfig Bashir Ahmed.
Saudi Arabia's air defenses on Wednesday "intercepted" a ballistic missile fired from rebel-held Yemen at Riyadh, a military spokesman said, adding two others were shot down in southern Saudi Arabia.
Al-Masirah said the Houthis had also launched an attack with the same model of drone on the airport of Abha in neighbouring Asir province.
The battle on Thursday is reportedly the heaviest one that Sudan has suffered since it has deployed troops in Yemen in 2015, to bolster the mostly Gulf Arab alliance fighting the Iran-allied Houthi movement.
Al-Arabiya quoted al-Malki as describing the drone over Abha airport as a "hostile Houthi aircraft with Iranian characteristics".