A rocket hit Arda, which is part of the southwestern region of Jazan, Civil Defence spokesman Yahya al-Qahtani said in a report by the official Saudi Press Agency.
"As result, a Pakistani national was killed," he said without naming the victim.
At least 115 civilians and soldiers have been killed in southern Saudi Arabia since a Saudi-led coalition launched air strikes in Yemen against Huthi rebels in March 2015 to support Yemen's government.
Most of the casualties were Saudi who were killed in cross-border shelling or skirmishes.