"After the air raid siren that sounded for a short time ago in several areas in Israel, a missile has been fired from Yemen," it says in a statement from the military.
According to the news agency AFP, explosions have been heard in the Jerusalem area.
"The Houthis continue to fire Iranian missiles at Israel. As promised, we will respond with force in Yemen and wherever it is necessary", writes Israel's Defense Minister Israel Katz on X.
On Sunday, a rocket from Yemen crashed near Israel's largest airport Ben Gurion outside Tel Aviv. Six people were lightly injured and several major airlines stopped their flights to and from the airport.
The Iran-backed Houthi militia took responsibility for the attack and promised that more would follow. The Houthis also claim to be behind Friday's rocket attack, which was also aimed at the airport, according to a statement from the movement.
At the beginning of the week, Israeli and American fighter jets responded with attacks on targets in Yemen belonging to the Islamist extremist movement.
On Wednesday, US President Donald Trump announced that a ceasefire had been reached with the Houthi militia – a message that is said to have caught Israel off guard.
The Houthis have clarified that the agreement with the US does not affect the militia's attacks on Israel and that all ships in the Red Sea – a frequent target for Islamists – are safe except for the Israeli ones.
According to the militia, the attacks on Israeli targets are in support of the Palestinians in the Gaza war.