Yemen's Houthi militia said they shot down a "spy drone of the Saudi-led coalition" on the Yemeni-Saudi border on Wednesday afternoon, Houthi-run al-Masirah TV reported.

The drone was downed in Al-Mahashima area in the Yemeni northern province of al-Jawf, the television quoted a statement from the Houthi's military spokesman Yahya Sarea as saying.

"The operation was documented by the video camera of the (Houthi) military media," he said, without providing further details.

Al-Mahashima area is a few miles south of the Saudi border region of Najran. The area is a frontline between the Houthi rebels and the Yemeni government troops backed by the Saudi-led coalition forces.

The coalition has made no comment yet on the Houthi claim.

Yemen has been mired in civil war since late 2014, when the Iran-backed Houthi rebels seized control of several northern provinces and forced the internationally-recognized government of President Abd-Rabbu Mansour Hadi out of the capital Sanaa.

The Saudi-led Arab coalition intervened in the Yemeni conflict in 2015 to support Hadi's government.