The coalition said it had also destroyed two cruise missiles over the Red Sea and three drones in Saudi Arabia's Southern and Riyadh regions. It did not identify those behind the attacks.
In Aden, two missiles landed on the airport grounds, the Aden Security Department said, blaming the Iran-aligned Houthi group.
It said the incident was the second attack on the facility in less than a week. The Houthis did not immediately claim responsibility.
No casualties were reported. A Yemenia Airways flight bound for Cairo was preparing for takeoff when the missiles landed, the security department said.
Yanbu is a key outlet for Saudi oil exports, allowing the kingdom to ship crude to international markets via the Red Sea without passing through the Strait of Hormuz, where heightened regional tensions and security threats have raised concerns over the safety of shipping.
Brent crude briefly touched $US110 a barrel on Friday for the first time since May, as worries over escalating Middle East tensions raised concerns about tighter global supplies.
Saudi Civil Defence authorities earlier issued alerts in the Jazan region and the southwestern city of Khamis Mushait, where such warnings have become frequent since fighting resumed last month.
Fighting between the Houthis and a Saudi-led coalition backing Yemen's government has raised fears of a further deterioration in the country's humanitarian crisis. Aid agencies have warned that conditions are worsening rapidly.
The Yemen conflict has become another front in the wider regional war that began with US and Israeli strikes on Iran in February.
Yemen's war began in 2014, when the Houthis seized the capital Sanaa and forced the internationally recognised government south. A Saudi-led intervention began the following year, leading to years of stalemate before a 2022 truce that held until this year.
The Houthis have repeatedly launched missiles and drones at Saudi Arabia since the conflict reignited, targeting airports, oil facilities and other infrastructure. In recent days, the group has also targeted sites in government-held parts of Yemen, including Aden airport and the presidential palace in the interim capital.
A spokesperson for the Houthi-run health ministry said on Friday that 124 civilians had been killed and 327 wounded in what he described as "Saudi aggression" since the escalation began on September 3.
Reuters could not independently verify the figures.
with AP
