It added that fragments of the missile that was intercepted over Dhahran fell in a residential area in the city.
The Coalition indicated that the competent authorities have begun dealing with the site, without the available statements including additional details regarding casualties or material damage.
Later, the Coalition said in two statements: "Interception and destruction of 3 cruise missiles and two drones in the Riyadh region and the southern region," without details regarding the results of that.
Earlier on Tuesday, the Saudi Civil Defense announced that the "danger has passed" in the Eastern Province and the city of Riyadh, minutes after an alarm was triggered.
The Houthi group also threatened on Tuesday to target the headquarters of the "Aramco" company in Dammam in the east of the Kingdom, King Khalid Airport in Riyadh, and the company's Riyadh refinery, in response to any attack carried out by the "Coalition to Support Legitimacy in Yemen" on its sites in the capital, Sanaa.
The Coalition had announced on Tuesday that it had issued a prior warning to civilians to evacuate the site of the Yemen Oil Company at the Al-Sabaha central station in Sanaa, before "carrying out a qualitative operation," which it later said targeted "vital sources fueling the war effort" of the Houthis.
Since October 5, 5 Saudi airports have been subjected to 10 attacks, which resulted in the death of 20 people and the injury of hundreds, in addition to material damage and disruptions to air traffic.
The attacks come in light of continuous military escalation between Saudi Arabia and the Houthi group since last July, which included targeting civil aviation facilities and energy installations in the Kingdom.
Since March 2015, Saudi Arabia has led a military coalition to support the Yemeni government in its confrontation with the Houthi group, which has controlled the capital, Sanaa, and several governorates since September 2014.