There have been no casualties so far in the attack, the official told CNN.
The explosion occurred about 20 miles (32 kilometers) from the race track in Jeddah where this weekend, the second running of the Saudi Arabian Grand Prix is scheduled to take place.
The Saudi Grand Prix is the second round of this year’s Formula 1 World Championship, and tourists from all over the world are expected to attend.
The coalition that’s been fighting the Houthis for the last seven years said the ballistic missile was launched towards Jazan city in the southwest.
“A hostile projectile fell on an electricity distribution station in Samtah (town). Due to the projectile a limited fire in the electricity distribution station occurred, and there were no casualties,” state media cited the Saudi-led military coalition as saying.
A Houthi spokesman, Yahya Al Saree, said in a tweet that a statement will be issued in the coming hours regarding a wide operation “deep” in Saudi Arabia.
Over the past week multiple attacks have been launched against Saudi Arabia’s oil giant Aramco.
The Saudi Ministry of Foreign Affairs said the attack threatened the security of oil supplies, which have been under pressure globally as the West tries to move away from Russian hydrocarbons following the invasion of Ukraine.
Earlier this week the United States mission to the Kingdom of Saudi Arabia condemned the Houthis’ attacks. “These unacceptable attacks endanger civilians and civilian infrastructure and must stop,” it said.