RIYADH (Reuters) - Ballistic missiles were intercepted on Saturday in the sky above Saudi Arabia's capital Riyadh and the southern city of Jazan, state media reported, citing its own sources and the Saudi-led coalition fighting in Yemen.

Residents in Riyadh reported multiple blasts around 2320 (2020 GMT), followed by emergency vehicle sirens in some northern districts.

The source of the projectiles was unclear and there was no immediate claim of responsibility.

Yemen's Iran-aligned Houthis battling the Saudi-led coalition have launched hundreds of missiles and drones across the border, mostly at nearby military and civilian targets but also at Riyadh. The last attempted strike on the capital was in June 2018.

Saudi Arabia blamed Iran for a September 2019 drone and missile attack on two oil installations that initially halved Saudi oil output, even after the Houthis claimed responsibility. Tehran denies involvement.

The Saudi-led coalition intervened in Yemen's civil war in 2015 to try to restore the internationally-recognised government of President Abd-Rabbu Mansour Hadi, ousted by the Houthis in 2014. Tens of thousands of people have died in the conflict that is widely seen as a proxy war between Saudi Arabia and Iran.