A helicopter carrying a high-ranking Saudi prince and other government officials crashed on Sunday in the kingdom's south near the border with Yemen, reportedly killing all eight people aboard.

The Saudi Interior Ministry said early on Monday that the crash happened in Saudi Arabia's Asir province as the official took part in a tour of local projects near Abha, some 840 kilometres southwest of Riyadh.

Security officials gave no cause for the crash, but said a search of the wreckage was underway.

The Saudi-owned satellite news channel Al-Arabiya, based in Dubai, reported that the crash killed Prince Mansour bin Murquin and seven others. Prince Mansour was the deputy governor of Asir province.

In Yemen, Houthi officials offered no immediate comment on the crash, while its Al-Masirah satellite news channel reported only that the crash had occurred.

However, the crash comes after soon Saudi Arabia intercepted and destroyed a ballistic missile near Riyadh's international airport after it was fired from Yemen, in an escalation of the kingdom's war against Huthi rebels.

The missile attack was the first aimed by the rebels at the heart of the Saudi capital, underscoring the growing threat posed by the raging conflict in Yemen.

The attack highlighted how the war in Yemen is increasingly spilling across the border since a Saudi-led coalition began its military intervention there in 2015.

Saudi Arabia led the intervention to prop up the government of President Abedrabbo Mansour Hadi after the Huthis forced him into exile.

Hoping for a quick victory against what it saw as Iranian expansionism in its backyard, Riyadh has so far been unable to remove the Huthis from Yemeni capital Sanaa.

Prince Mansour

Prince Mansour was the son of Prince Muqrin bin Abdulaziz, a former intelligence service director and a one-time crown prince of the kingdom.

Prince Muqrin was removed as crown prince in April 2015 by his half brother King Salman in favour of Prince Mohammed bin Nayef, a counterterrorism czar and interior minister.

But in June, King Salman also ousted Prince Mohammed in favour of installing his 32-year-old son, the now-Crown Prince Mohammed bin Salman, as first in line to the throne.

All of these moves have cemented the young crown prince's position in power.

Further solidifying his hold was the arrests late Saturday of dozens of the country's most powerful princes, military officers, influential businessmen and government ministers in a purported anti-corruption campaign.