Yemen's dominant Houthi group and its army allies said on Saturday it had shelled various areas in Saudi Arabia's Jizan and Najran, killing and wounding several soldiers.
The Houthi-controled Saba news agency said 13 shells had been launched on Friday, targeting several areas including Jizan's airport.
The shelling also led to the destruction of military equipment, the agency said, quoting an unnamed military source.
The source did not say how many Saudi soldiers had been killed.
An alliance of Gulf Arab nations has been bombing Yemen's Houthi militia and allied army units loyal to powerful ex-President Ali Abdullah Saleh since March 26 in an attempt to restore exiled President Abd-Rabbu Mansour Hadi to power.
Saudi forces and the Houthis have been trading fire across the border since the Arab alliance began its military operations.
Saudi-led air strikes killed at least 16 people in Yemen on Friday as the European Union and United States appealed for a pause in the war to enable aid deliveries to stricken civilians.