Israel's military said early on Sunday it had intercepted a missile launched from Yemen after air raid sirens sounded in several areas across the country.

"Following the sirens that sounded a short while ago in several areas in Israel, a missile launched from Yemen was intercepted by the IAF (Israeli Air Force) prior to crossing into Israeli territory," the military said in a statement.

The latest interception is part of an escalation between Israel and the Houthis after the group claimed a series of missile launches this week.

The Houthis had threatened to escalate attacks in support of Palestinians following Israel's renewal of attacks on the Gaza Strip, which began on Tuesday.

The Israeli military also said late on Friday it had intercepted another missile launched from Yemen.

The Houthis said early on Saturday they had "targeted Ben Gurion airport" with a ballistic missile, calling it the third launch in two days.

Israeli airspace would remain unsafe "until the aggression against Gaza stops", the group said in the statement.

The United States began launching heavy strikes against Yemen's Houthis last week.

US President Donald Trump said on Wednesday the Houthis "will be completely annihilated" and warned Tehran against continuing aid for the group.