The Shiite Huthi rebels moved swiftly to consolidate their control over Sanaa after nearly a week of deadly clashes with Saleh loyalists.
Exiled President Abedrabbo Mansour Hadi called on Yemenis to unite against the Iran-backed insurgents.
At least seven strikes hit the presidential palace in a densely populated residential neighbourhood in the heart of Sanaa, witnesses said.
There was immediate word on any casualties.
The streets emptied before dark on Monday as coalition aircraft swooped low over the city.
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But there was no repetition of the heavy fighting that had rocked the capital for the five previous nights, residents said.
Saleh, who ruled Yemen for three decades, had joined forces with the Huthi rebels in 2014 when they took control of large parts of the country, including the capital.
But that alliance unravelled over the past week, with dozens reported dead in clashes as the former leader reached out to the Saudi-led coalition that has waged devastating air strikes against the Huthis since September 2015.
Yemen's war has left thousands dead since 2015, led to one of the world's worst humanitarian crises and deepened tensions between Middle East rivals Saudi Arabia and Iran.