The Iranian-backed Yemeni Houthi rebels said that they would not allow Israeli ships to enter the Red Sea, Reuters reported, BTA reported.
In addition, the Houthis indicated that they attacked Israel that night.
Earlier, the Israeli army said that its air defense forces had intercepted a missile fired from Yemeni territory.
“The Israeli army identified a missile fired from Yemen towards Israeli territory and air defense systems are in action to neutralize the threat”, the army said in a statement.
The army later announced that residents of the areas where it was airstrikes have been declared, they can leave shelters. Rescue services said there were no immediate reports of casualties.
Yemen's Houthis support Iran in its war against the US and Israel.
They fired missiles at Israel several times in late March and early April, before the ceasefire in the Middle East that came into effect on April 8.