The attack is a response to the Houthi's repeated rocket attacks against Israel, says the Israeli military (IDF) in a statement.
According to residents in the southwestern parts of Sanaa, explosions have been heard near the presidential palace and military bases.
The Houthi health authority reports that at least two people have been killed and 35 injured in the attacks that are said to have been directed against, among other things, an oil company and a power plant, reports AFP.
Earlier in the day, the IDF stated that a rocket fired from Yemen on Friday was equipped with cluster ammunition. It is the first time that type of projectile, which contains a number of smaller bombs that spread over a large area, has been fired at the country by the Houthi.
The rocket passed through the Israeli air defense, but no one is said to have been injured.
A week ago, Israel attacked important energy infrastructure in the rebel-controlled city.
The Houthi have been firing rockets and drones at Israel and ships in the Red Sea for nearly two years, according to the movement, it is done in solidarity with the Palestinians in the war-torn Gaza Strip.
