Saudi forces intercepted ballistic missiles in the sky on Saturday over the capital Riyadh and the southern city of Jazan, according to state media reports.
Residents in Riyadh reported multiple blasts around 2320 (2020 GMT), followed by emergency vehicle sirens in some northern districts.
Al-Malki said the interception of the missiles had resulted in "debris scattering on some residential areas" in Riyadh and Jizan.
There was no immediate claim of responsibility for the attack, but Yemen's Iran-aligned Houthi rebels have previously targeted Riyadh and other Saudi cities with missiles, rockets and drones.
Tens of thousands of people have died in the conflict that is widely seen as a proxy war between Saudi Arabia and Iran.
The commerce ministry seized 1.17 million masks from a private store in Hail, northwest of the capital, after authorities Wednesday confiscated more than four million masks stored in a facility in the western city of Jeddah in violation of commercial regulations, the official Saudi Press Agency reported.
Saudi Arabia, the Yemeni government and the rebels all welcomed an appeal from UN Secretary General Antonio Guterres for an "immediate global ceasefire" to help avert disaster for vulnerable people in conflict zones.
Saudi Arabia protested strongly and said the missiles were launched by anti-government forces in Yemen.
The attacks come days after Yemen's warring parties had welcomed a United Nations call for an immediate truce on Thursday to fight the coronavirus outbreak.
Yemen had witnessed a lull in military action after Saudi Arabia and the Houthis launched back-channel talks late previous year.
Houthi rebels frequently fire missiles into Saudi Arabia, most of which do not reach the capital. The war also created the world's worst humanitarian crisis, leaving millions suffering from food and medical shortages.
Saudi Arabia is scrambling to limit the spread of the disease at home.
Fighting has recently escalated again between the Huthis and Riyadh-backed Yemeni troops around the strategic northern districts of Al-Jouf and Marib, ending a months-long lull.
But those efforts seem to have unravelled.
Riyadh had expected a quick victory when it led a multi-billion dollar intervention in 2015 to oust the Huthi rebels, under a newly assertive foreign policy led by Crown Prince Mohammed bin Salman.
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