The Yemeni forces attacked the Saudi army's base in al-Sharafa region in Najran province.
There have yet been no immediate report on the number of the casualties inflicted on the Saudi forces.
On Sunday, media reports said that the Saudis, including Royal family members, are in a rush to flee the country after Yemen's first Scud missile hit a military airbase in Saudi Arabia's South on Saturday.
"The Saudi residents of Khamees al-Mushait are waiting in a several-kilometer-long trail of cars to flee after their city was hit by Yemeni Scud missiles," the Arabic-language Sa'ada Press news website reported.
The Riyadh-based Ahrar al-Hejaz news website also reported that many Saudi princes have fled to western countries, especially France and Britain, after consecutive defeats of King Salman's army and plots, adding that some other princes are running away in anticipation of trial and punishment due to their opposition to the king's war on Yemen.