Saudi Arabia intercepted a ballistic missile fired from Yemen on Monday night, the military coalition supporting the Yemeni government against rebels said.

It was the second missile launch from Yemen since UN-brokered peace talks began in Kuwait on April 21 between the Huthi Shiite rebels and the government of President Abedrabbo Mansour Hadi.

"From time to time there are breaches of the ceasefire, but we have to focus on finding a political solution for the Yemeni crisis," Saudi Foreign Minister Adel al-Jubeir said after a Gulf Cooperation Council summit in Riyadh on Tuesday.

"We must support a peaceful solution and we support the Kuwait talks."

Fighting has continued despite a ceasefire that paved the way for the talks in Kuwait. Analysts have said the Saudis appear to want a way out of the war.

The Saudi-led Arab coalition in March last year began air strikes and other military aid in support of Yemeni forces resisting the Huthis.

The rebels, who still hold the capital Sanaa, had seized much of the country and are backed by Saudi Arabia's regional rival Iran.

The Huthi rebels are allied with elite troops loyal to Yemen's former president Ali Abdullah Saleh.

The missile launches are designed to "sabotage efforts of the international community to make the peace negotiations a success", the Saudi-led coalition said in a statement.

Saudi Arabia has deployed Patriot missile batteries to counter tactical ballistic missiles which have been fired occasionally during the war.

The coalition warns that it could retaliate if such strikes continue.