The authority said in two tweets that the Saudi Air Defence managed to intercept a ballistic missile towards Riyadh and that the rocket landed on the airport campus and did not cause any significant damage. There have also been reports of a loud explosion heard at the capital's airport.
Yemen's Houthi rebels have claimed responsibility for firing the ballistic missile.
A long-range ballistic missile was sacked at King Khalid International Airport in Riyadh, the Houthi TV channel Al-Masirah reported.
Saudi state-owned channel Al Ekhbariya TV said the missile was brought down north of King Khaled airport, and no casualties were reported.
"Al-Qahum was referring to airstrikes earlier this week on a hotel and a market area in Yemen's northern province of Saada, which left 29 civilians dead".