Saturday's attack on Najran left one Saudi citizen and two Indian workers dead, according to a civil defence spokesperson quoted by the official SPA news agency.
It comes after the Saudi-led coalition fighting Iran-backed rebels in Yemen announced that two ballistic missiles were fired on Friday at the kingdom from its neighbour.
One of the missiles was intercepted by Saudi air defences, while the other struck a desert area east of Najran, the coalition said without reporting any casualties in that incident.
The attack had prompted Saudi Arabia's border guard to repeat a warning that residents should stay away from the frontier. On Thursday the civil defence agency said a civilian had been wounded in the Jazan border region by shelling from Yemen.
The ceasefire has been repeatedly breached since it came into force as UN-sponsored talks opened on Tuesday in Switzerland.
Since March, Saudi Arabia has led an Arab coalition whose warplanes and troops have supported embattled President Abedrabbo Mansour Hadi against the rebels who have seized the capital and other areas.
More than 5,800 people have been killed — about half of them civilians — and over 27,000 wounded in Yemen since then, according to the UN.
In Saudi Arabia, more than 80 people, most of them soldiers and border guards, have died in shelling and cross-border skirmishes since March.
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