Saudi air defence forces were quoted by local media as saying they intercepted a missile north-east of the capital, which is thought to have come from Houthi rebels in Yemen, although this has not yet been confirmed, Express reports.
BBC reported that the missile was "of limited size" and caused no damage.
MISSILES have been fired at a major Middle Eastern airport used by thousands of Brits every year, it has been reported.
The missile was allegedly aimed at the King Khalid International Airport.
Al Jazeera could not independently verify the reports.More news: Nintendo Reveals 'Link Green' 2DS, Breathe of the Wild Explorer's Edition
The missile was sacked into Saudi territory from Yemen at 20:00 local time, the spokesman of a Saudi-led military coalition said in a statement carried by state news agency SPA.
He called it an "explicit challenge to violate the United Nations resolution (2216) in order to threaten the security of Saudi Arabia and. regional and worldwide security, towards populated cities and villages. contrary to global humanitarian law".
The responsibility for the explosion in Riyadh took the Yemeni Houthi rebels.
Impoverished Yemen has remained in a state of civil war since 2014, when Houthi rebels overran much of the country, including the capital Sanaa.