Warplanes continued to circle in the skies above Sanaa after the strikes, witnesses said.
The coalition closed all ports and halted humanitarian shipments after Yemen's Houthi rebels fired a ballistic missile over the weekend that was intercepted near Riyadh.
The United Nations says the closure could cause a starvation in Yemen that could kill millions of people if ports are not reopened.
A number of houses were also reportedly damaged in the strike.
Saudi Arabia has blamed Iran for supplying the rebels with the missile, sparking tensions between the Middle East rivals and fears of a military confrontation.
On Thursday, the Houthis rejected the US allegations, saying they built the missile themselves and fired it in response to coalition bombings that have killed civilians and the ongoing blockade.
Two days later, the Saudi-led coalition responded by closing access to Yemeni ports, saying this was needed to stop arms reaching the Houthis.
The Houthis control most of northern Yemen, including the capital, Sanaa.
The long-term prospects are even worse, with northern Yemen having an estimated six weeks of food left, and United Nations officials warning that "millions" could be killed by starvation if the blockade continues past that point, causing one of the worst famines in generations. Medical experts also warn that the blockade will worsen the country's cholera outbreak, which has affected nearly 1 million people.
Saudi Arabia and its allies intervened in neighbouring Yemen in March 2015, with the stated aim of rolling back Huthi rebel gains and restoring the government of President Abdrabbuh Mansur Hadi to power.
Since then, more than 10,000 people have been killed and at least 40,000 wounded, mostly from Saudi-led air strikes.