Mohammed Abdulsalam also launched a verbal salvo against Riyadh, accusing it of interference.
"Thousands of soldiers belonging to army units based in northern Yemen participated Thursday afternoon in these manoeuvres, the first of this magnitude," Abdulsalam told AFP in a telephone interview from Baghdad, which he is visiting.
AFP could not independently verify the size of the exercises.
Yemen is strategically located next to oil-rich Saudi Arabia and on a key shipping route from the Suez Canal to the Gulf.
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The drill aims to enhance capacity and to "raise readiness" of the militia forces to prepare them to face "any incidents that might develop," he said, accusing Saudi Arabia of providing "Al-Qaeda and jihadists with money, arms and logistical support."
Yemen is home to Al-Qaeda in the Arabian Peninsula (AQAP) which, along with local Sunni tribes, has battled Huthi attempts to expand further south.
Yemen's mostly Sunni Gulf neighbours, led by Saudi Arabia, are deeply suspicious of the Huthis, fearing they will take Yemen into the orbit of Shiite Iran.
The six Gulf Cooperation Council (GCC) states accused the Huthis of a coup when the militia dissolved the government and parliament on February 6.
They had earlier seized the presidential palace and besieged the residence of Western- and Gulf-backed President Abedrabbo Mansour Hadi.
Hadi was held under house arrest but later escaped and fled to Aden, declaring through an aide last week that the southern port city was now Yemen's capital.
"Saudi Arabia must understand that the Yemeni people will defend their sovereignty and will not accept" foreign interference, said Abdulsalam, accompanied by a Huthi delegation.