No casualties were recorded.
"Saudi forces were able to intercept (the missile)", the Saudi Press Agency said, citing the Saudi-led coalition fighting Iran-backed Houthi rebels.
The thwarted attack was the latest in a series of attempted missile strikes on the southern coastal city.
Earlier this month, Saudi forces said they intercepted rebel ballistic missiles fired at Riyadh and the south of the kingdom, where two drones were also shot down.
Col. Turki Al-Malki, spokesman of the Coalition forces, said that the missile, launched from Saada governorate in Yemen, was detected by the forces at 4.24 p.m. on Sunday and splinters of the missile fell in a farm owned by a Saudi national in the residential areas of Najran.
The coalition intervened in Yemen's civil war in 2015 against the Iran-aligned Houthis who ousted the internationally recognised government of President Abd-Rabbu Mansour Hadi.
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So far, the Houthis have launched over 100 missiles at Saudi cities and installations.
Saudi Arabia's air defense says they have intercepted a ballistic missile fired by Houthi militias towards the border city of Najran.
Houthi-run SABA news agency confirmed the incident without giving additional details regarding the circumstances of his death.
The source went on to note that both al-Qubari and Saleh - the latter of whom was killed late previous year near Sanaa - hailed from the village of Sinhan on the capital's southeastern outskirts.
According to a Yemeni military source, the slain commander had been responsible for Houthi forces deployed near the border with Saudi Arabia.
Almost 10,000 people have since been killed in the conflict, in what the United Nations has called the world's worst crisis.