Morocco announced that one of its warplanes taking part in operations against the rebels was missing along with its pilot, and that a search was underway.
Coalition air strikes hit Iran-backed rebels in their northern stronghold of Saada and in the capital Sanaa, where they sparked powerful explosions at an arms depot at Mount Noqum that shook the city.
Contact was lost with the Moroccan F-16 late afternoon yesterday, the country's official MAP news agency reported, citing the armed forces.
A Saudi official said the warplane was "certainly on Yemeni territory and had a single pilot on board."
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Huthi rebel television said tribesmen shot down a coalition aircraft in the Wadi Nushur area of Saada, and broadcast pictures of them celebrating around the wreckage of a plane bearing a Moroccan flag.
It reported there were "more than 20 raids since the morning" by coalition aircraft across Saada.
"Since the early morning, jets, artillery, and rockets have been pounding Saada" from the Saudi side of the border, one resident told AFP.
Aid agencies say some 70,000 civilians have fled the province bordering Saudi Arabia, but that many more remain trapped by the coalition air and artillery bombardment because of a lack of fuel for transport.
"We are living under a very difficult and unprecedented humanitarian situation," said another Saada resident.
Human Rights Watch urged all parties in the conflict to allow fuel to reach the population "whether or not a proposed ceasefire takes effect".