Saudi officials made the announcement Tuesday, saying the missile targeted the kingdom’s southern Jizan province. It said it later targeted the missile’s launch site inside of Yemen.
Meanwhile, the Saudi Interior Ministry announced the death of the police officer in cross-border fire in Jizan.
A Saudi-led coalition has been battling Shiite rebels known as Houthis in Yemen since March on behalf of the country’s internationally recognized government. Since then, more than 5,800 people have been killed.
The United Nations says more than 80 percent of Yemenis are in dire need of food, water and other aid.