The overnight attack on the offices of the General People's Congress (GPC) caused "some deaths" among employees and guards of the building in the south of the capital, party official Faeqa al-Sayed said.
Read: Saudi-led air strike on Yemen rebel bastion kills 23
It came as some GPC members were meeting the UN's Yemen envoy Ismail Ould Cheikh Ahmed in another part of the city.
Sayed called the attack "an attempt to derail the UN envoy's mission".
Cheikh Ahmed arrived in Yemen on Sunday and called for a humanitarian ceasefire after months of conflict in the impoverished Arabian Peninsula nation.
"As we were conducting consultations with the UN envoy to find solutions to the political crisis gripping the country... Saudi forces bombed the party headquarters, killing employees and guards and destroying the building," Sayed was quoted as saying by the GPC's news site, Almotar.net.
Read: UN to vote on draft resolution to punish Yemen's Huthis
A Saudi-led coalition began a campaign of air strikes against Huthi rebels and their allies in March after the insurgents seized Sanaa and then advanced south, forcing the government to flee to Riyadh.
More than 21.1 million people -- over 80 percent of Yemen's population -- need aid, with 13 million facing food shortages.
Upwards of 2,800 people have been killed in Yemen since March, according to UN figures.
Saleh, who ruled for 33 years before being forced from power in 2012 after a bloody year-long uprising, threw the support of his loyalists in the army behind the Huthis.
COMMENTS
Comments are moderated and generally will be posted if they are on-topic and not abusive.
For more information, please see our Comments FAQ