"All airports, ports, border crossings and areas of any importance to Saudi Arabia and the UAE will be a direct target of our weapons, which is a legitimate right," read a statement released by the rebels' political office.
Allied with Yemen's government, a military coalition led by Saudi Arabia has been battling the Huthis on Yemeni land since 2015.
UN urges Saudi coalition to end 'catastrophic' Yemen aid blockade
The Huthi's statement comes the day after the coalition announced it had closed all of Yemen's borders, after Saudi forces intercepted a ballistic missile headed for the kingdom's international airport in Riyadh.
The Huthis have claimed the missile attack. The United Nations on Monday reported the Saudi-led coalition had prevented two humanitarian aid flights from flying to the war-torn country.
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