Ballistic Missile intercepted by Coalition Forces in Yemen
The missile was "destroyed with no damage" after its launch at around 12:15 am (2115 GMT), a statement from the alliance said.
"Coalition air forces immediately responded by destroying the missile launching pad."
The Huthis overran Sanaa in late 2014 before moving into other parts of Yemen, prompting a Saudi-led coalition to intervene in March last year.
This was at least the third missile launch since United Nations-brokered peace talks began in Kuwait in April between the Huthis and the government of President Abedrabbo Mansour Hadi.
The Huthis are allied with elite troops loyal to Yemen's former president Ali Abdullah Saleh.