The alerts were swiftly lifted on Tuesday and Saudi authorities did not immediately report whether any incoming projectiles had landed, nor was there any immediate claim of responsibility for attacks.
But the alerts were the widest ranging since an escalation in the conflict last week, and the alarm in Mecca was the first of the war in the city, which houses shrines sacred to all Muslims.
The Iran-aligned Houthis in Yemen have announced a number of major attacks on Saudi Arabia over the past week, including strikes on an air base on Monday they said were in retaliation for air strikes on Yemen.
Saudi Arabia has blamed a separate pro-Iranian movement, based in Iraq, for an attack on Friday that knocked out one of the Kingdom's most important oil transport routes, the East-West Pipeline across the Arabian desert.
Crude oil should be flowing through the pipeline within days, US Energy Secretary Chris Wright told CNBC on Tuesday.
A Saudi-led military coalition fighting against the Houthis in Yemen said 13 civilians had been wounded in the Houthis' attacks on Saudi Arabia on Monday.
The Iran-backed fighters launched a lightning advance along Yemen's western coast last week, culminating in the seizure of an island in the mouth of the Red Sea.
The escalation in a new theatre in the Middle East conflict has strengthened Iran's hand in its war with the US and further jeopardised global oil supplies.
Officials from a Saudi-backed Yemeni government, which is based in the south of the country and opposes the Houthis, said the Saudi and Yemeni air forces had been responding to Houthi advances by stepping up aerial bombardment of Houthi targets. That included strikes near the historic Red Sea port of Mocha, which the fighters captured last week.
But the Yemeni officials acknowledged that the Houthis had now taken effective control over almost the entire western coast of the country along the Red Sea.
"The Houthis are being put under heavy pressure. They in turn are putting more and more pressure on the Saudis, increasing their campaign of missile and drone attacks," one of the Yemeni officials said.
Saudi Arabia's 1200-km East-West Pipeline, which links its Gulf oil fields to the Red Sea, has been the Kingdom's principal export route while shipping through the Strait of Hormuz has been disrupted by six months of war.
Since the pipeline was shut after Friday's attack, traders say a prolonged closure could cut off as much as four per cent of global oil supply.
Riyadh has not said when operations might resume, but Wright said on the sidelines of a G20 energy meeting in Houston that he thought "it will be measured in days."
Oil prices have risen since last week to levels unseen since May. Brent crude oil futures rose above $US108 ($A152) a barrel on Tuesday, while the politically sensitive average retail price of diesel in the US hit a new all-time high of nearly $US6.27 ($A8.80) a gallon.
Saudi Arabia has led a coalition battling the Houthis since 2015. The conflict had largely quietened under a ceasefire in recent years, but fighting reignited this month, with the Houthis pushing back forces aligned with the internationally recognised government.
The United States, which bombed the Houthis for two months last year, now faces a dilemma: whether to stand by and risk new threats to the global economy, or offer military support to the Saudis and risk being pulled into another costly theatre of war.
Saudi Arabia's Crown Prince Mohammed bin Salman met Egyptian President Abdel Fattah al-Sisi in Cairo on Tuesday. A statement from the Egyptian presidency after the meeting said the leaders stressed the need to ensure freedom and security of navigation in the Bab el-Mandeb and the Red Sea.
