It was the first public acknowledgement by the Saudis that they have ground troops in Yemen, where they lead a coalition targeting Shiite rebels known as Houthis and their allies.
The United Arab Emirates lost 45 troops in the attack Friday, when rebels hit an ammunition depot in Marib, about 120 kilometers (75 miles) east of the capital, Sanaa. It was the deadliest day for the UAE's military in the nation's 44-year history.
The Saudi-led and U.S.-backed coalition, made up mainly of Gulf nations, has been launching airstrikes against the rebels since March, part of an increasingly assertive military policy by both the Saudis and the UAE in the region.
Before Saudi Arabia and the UAE confirmed their casualties in the attack, coalition countries had avoided acknowledging that they had troops on the ground in the impoverished Arabian Peninsula country.
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On Friday, Bahrain's state news agency also reported that five of its soldiers were killed in Yemen operations, although it did not specify where or how.
The Saudis also are supplying weapons and providing military advice in the fight for control of their southern neighbor.
The rebels and army units loyal to former President Ali Abdullah Saleh are fighting forces loyal to President Abed Rabbo Mansour Hadi, who is in self-imposed exile in Saudi Arabia, as well as southern separatists and local militias.
Officials from the Houthis media office confirmed they had fired a Soviet-era Tochka missile in Marib, which had been a staging ground for what pro-government described as an upcoming assault toward the Houthis' northern strongholds.
The coalition also has launched almost-continuous airstrikes in the rebel-held capital of Sanaa since the rebels' Friday missile attack, demolishing at least one building, Sanaa residents said. Shock waves from the explosions caused several small buildings to collapse as well.
The residents spoke on condition of anonymity for fear of reprisals.