An excerpt from BBC. Click the link for the full article, though it mostly contains more background info about the war.
Saudi air defence forces were quoted by broadcaster Al-Arabiya as saying they intercepted the missile north-east of the capital.
A TV channel linked to Houthi rebels in Yemen said the missile was fired at the King Khalid International Airport.
Saudi state news channel Al-Ekhbariya said the missile caused no damage.
Saudi forces have reported shooting down Houthi missiles before, though none have come so close to a major population centre.
The rebel group has access to a stockpile of Scud ballistic missiles. Saudi forces have previously brought them down with Patriot surface-to-air missiles purchased from the US.
The following is video from the airport.
JEDDAH: Saudi air defenses intercepted a Houthi ballistic missile over Saudi capital Riyadh on Saturday. Reports of loud bangs heard at 20:45. Amateur video shows four anti-ballistic missiles being fired in the air followed by 5 loud bangs. Al Arabiya News channel confirmed the shooting down of the Houthi missile. Saudi Arabia on Saturday intercepted and destroyed a “ballistic missile” north-east of the capital Riyadh after it was launched from Yemen, state media reported.