Saudi Arabia's Civil Defense announced Tuesday that the danger had passed in the capital Riyadh, minutes after issuing an emergency warning without specifying the nature of the threat.
"A warning has been issued by the National Early Warning Platform in Riyadh City to alert of a potential danger," the authority said in a statement.
It instructed residents to head to the nearest safe place and remain indoors until the danger had passed.
Minutes later, Civil Defense issued an all-clear for the city, urging residents to continue following its instructions and avoid gathering and filming.
The Riyadh warning came less than an hour after the authority announced that the danger had passed in the Eastern Province following a similar alert. It did not disclose the nature of the danger there either.
Earlier Tuesday, Yemen's Houthi group threatened to target Saudi state oil company Aramco's headquarters in Dammam, the main airport in Riyadh, and Aramco's Riyadh refinery in response to any attack by the Saudi-led coalition on its sites in the Sanaa.