According to the Arabic-language al-Mayadeen television, the missiles hit al-Hajer military base in Asir.
Also on Monday, the Yemeni forces seized the border city of al-Rabouah in Asir.
Saudi Arabia has been striking Yemen for 173 days now to restore power to fugitive president Mansour Hadi, a close ally of Riyadh. The Saudi-led aggression has so far killed at least 5,847 Yemenis, including hundreds of women and children.
Hadi stepped down in January and refused to reconsider the decision despite calls by Ansarullah revolutionaries of the Houthi movement.
Despite Riyadh’s claims that it is bombing the positions of the Ansarullah fighters, Saudi warplanes are flattening residential areas and civilian infrastructures.