Coalition spokesperson Major General Turki Al-Malki said the projectiles were directed toward Khamis Mushait, Abha and Jazan.
He did not report any casualties from the attacks but warned that coalition forces would take appropriate action to protect Saudi Arabia’s sovereignty, national installations and civilians.
The latest attacks come amid intensified fighting in Yemen between the Houthis and Saudi-backed government forces.
The Houthis have also targeted energy and military installations in southern Saudi Arabia in recent days, while Saudi-backed forces have continued operations against the group inside Yemen.
The renewed escalation has raised concerns over the security of key maritime routes in the Red Sea and Bab el-Mandeb.
More than 500 people have reportedly been killed in the latest fighting in Yemen since last week, although casualty figures provided by the different sides have not been independently verified.