Flames and a large plume of black smoke rose into the sky from an area near Riyadh's airport, witnesses told AFP and Reuters.
The Saudi government has not yet commented on the reports.
Meanwhile, residents of the Saudi capital were woken overnight by the sound of sirens warning of a possible air attack, with two loud explosions heard shortly afterward.
This was the first time explosions have been reported in Riyadh since fighting resumed with the Iran-backed Houthi rebels in Yemen.
Saudi Arabia has faced escalating attacks in recent times from the pro-Iranian fighters who control large parts of neighbouring Yemen and who recently seized territory along the country's western Red Sea coast, pushing back forces loyal to the internationally recognised government backed by a Riyadh-led coalition.
Until now, however, Houthi strikes against Saudi Arabia had mainly targeted oil facilities and military bases in the south or along the Red Sea coast, far from Riyadh, which had not been threatened since hostilities resumed in July.
