A bomb-laden drone fell on Sunday at a school in Saudi border city Asir, the country's Defence Ministry said.
No injuries have been reported in the attack, Xinhua reported.
The Saudi Press Agency said Yemen's Houthi militia was responsible for the attack.
The incident was the latest of the frequent attacks launched by Yemeni Houthi rebels against Saudi targets, especially border cities.
The conflict in Yemen began in September 2014 when Houthi forces took over the capital city Sanaa.
The Saudi-UAE-led coalition intervened in Yemen in March 2015 after the Houthis overthrew from power the internationally recognised government in Sanaa, which the coalition seeks to restore.
The six-year civil war has left tens of thousands of people dead, most of them civilians, according to relief organisations, and has pushed millions to the brink of famine in what the UN calls the worst humanitarian crisis anywhere in the world.
( With inputs from ANI )
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