One missile struck an air defence base in Saudi Arabia's Khamis Mushait city, while the second destroyed a military camp in Abha city, Xinhua news agency cited the rebel group as saying.
The attack comes only two days after the Saudi-led military coalition supporting the Yemeni exiled government stepped up its air campaign against Houthi rebels, following the collapse of the US-sponsored peace talks in Kuwait between the warring factions.
Houthi rebels said that Saudi warplanes launched over 50 sorties on Wednesday targeting the Nehem district, northeast of the capital city of Sanaa.
Riyadh-based coalition spokesman Ahmed Aseeri said air operations supporting Yemeni government troops advanced into the district of Nehem, in preparation for advancing into Sanaa next.
Houthi rebels and allied forces loyal to former President Ali Abdullah Saleh have controlled Sanaa since 2014, after forcing the government of President Abd-Rabbu Mansour Hadi into exile.
The Saudi-led coalition intervened in March 2015 to help restore the internationally recognized Hadi government.
Coalition airstrikes and fighting on the ground had left more than 6,400 persons dead, the majority of which were civilians.
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