Rockets hit border areas in Saudi Arabia from Yemen's rebel-held north on Wednesday, the first day of a temporary ceasefire proposed by the kingdom, a defence ministry official said.
"At 10:00 am (0700 GMT) on Wednesday, rockets fell on the regions of Najran and Jazan, and (rebel) Huthi militia sniper fire was detected, but there were no casualties," said the official quoted by the Saudi Press Agency.
Saudi armed forces "practised self-restraint as part of their commitment to the humanitarian truce which was decided by coalition forces," the official said.
Just before the five-day pause took effect at 2000 GMT on Tuesday night, the coalition warned Yemen's Iran-backed rebels it would strike back at any violation.
"We are committed to respect this," coalition spokesman Brigadier General Ahmed al-Assiri had said.
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But the coalition would continue its "intelligence, reconnaissance and surveillance" in case it had to respond, he added.
"We will be ready to react to any violation of the pause," Assiri told AFP.
The coalition had intensified its air strikes, conducting a record of more than 130 sorties from Friday to Saturday, after declaring the rebels had crossed a "red line" with deadly mortar and rocket bombardments of Saudi Arabia.
Those attacks have killed 12 people on the Saudi side of the frontier since last week.
At least 12 soldiers and border guards also died in border skirmishes since the Saudi-led coalition began bombing the rebels in Yemen on March 26, in support of pro-government forces.
Rebel Katyusha rockets caused injuries in Saudi border zone on Tuesday before the ceasefire began, Assiri said, adding that artillery hit back, supported by unmanned aerial vehicles.