Aircraft of the Saudi-led coalition hit the UNESCO-listed Old City of Yemen's rebel-held capital Sanaa on Tuesday after the rebels fired a missile at Saudi Arabia overnight.
The missile launched at the King Khalid air base outside the city of Khamis Mushait on Monday evening was intercepted by the kingdom's air defences and its launcher destroyed, the coalition said.
But it sparked intensive retaliatory air strikes in the early hours of Tuesday.
Around a dozen bombs or missiles hit the headquarters of the National Security Bureau in Sanaa's Old City, causing damage to neighbouring homes which left at least one civilian dead and three wounded, witnesses said.
It was the first time that the headquarters had been targeted by the coalition, which has come under heavy criticism for previous strikes on the historic district, which is world renowned for its multi-storey, rammed-earth tower houses.
The coalition also bombed the defence ministry, near one of the gates to the Old City, ministry staff and residents said.
A coalition strike on a checkpoint in the capital's northwestern suburbs killed two rebels and wounded four residents said.
Two rebel military camps in the Sanhan district, southeast of the capital, also came under attack by coalition aircraft, tribal sources said.
There has been heavy criticism of the high civilian death toll from the air campaign which the coalition launched in support of beleaguered President Abedrabbo Mansour Hadi in March last year.
More than a third of coalition strikes have hit civilian sites including schools, hospitals and mosques, according to a survey by the Yemen Data Project published in the Guardian last week.
A UN report in June found the coalition responsible for 60 percent of the 785 deaths of children in Yemen last year.
Fighting has intensified since the collapse of UN-backed peace talks in Kuwait on August 6.
Since March last year, the conflict has killed more than 6,600 people, most of them civilians, and forced at least three million from their homes, according to the United Nations.