Yemen's Iran-backed Houthi rebels claimed a missile attack on the southern Saudi city of Jizan on Saturday, after vowing retaliation against the kingdom for attacks this week.

It came after US ally Riyadh struck Houthi military targets on Friday, following the Yemeni group announcing a maritime blockade of the top oil producer and hitting its ships in the Red Sea.

The rebels accused Saudi Arabia of a "dangerous escalation" and said its actions "will not go unanswered".

The Houthis' Ansarollah media said on Telegram early Saturday that fires had broken out in Jizan following a "Yemeni missile attack".

Riyadh's civil defence agency had issued brief warnings to residents in Jizan and Yanbu for "potential danger", only to lift the warnings minutes later.

The flare-up marks a new front of the Middle East war that has engulfed the region following US-Israeli strikes on Tehran in February, and comes on top of Iran's parallel blockade of the Strait of Hormuz, Riyadh's only other maritime route.