"The Saudi oil tanker was subjected to slight damage due to the attack by the Houthi militia," said a statement carried by Saudi state media. It did not name the vessel or describe the method of attack.
Saudi Aramco referred a Reuters' query about the incident to the relevant government ministry.
The Houthis' Al Masirah TV said earlier on Twitter that it had targeted a warship named the Dammam off the western coast of Yemen, without providing details.
The Houthis have also fired missiles into Saudi Arabia. The coalition has carried out a campaign of thousands of air strikes and reestricted imports into Yemen, worsening what the United Nations says is potentially the world's worst humanitarian crisis.
Saudi Arabia accuses arch-regional foe Iran of supplying missiles to the Houthis, something Tehran and the Houthis deny.