The Houthis announced earlier that they had targeted Abha airport with a cruise missile.
Al-Malki said that this was an admission by the Houthis that they were targeting civilians, "which may amount to a war crime."
The Houthis have stepped up attacks with drones and missiles on Saudi cities in recent months.
Since March 2015, Saudi Arabia, which backs Yemen's internationally recognized government, has been fighting the Houthis, who control the capital, Sana'a, and other parts of the country.
The Saudis fear that the Houthis will give their regional rival Iran a strategic foothold in the Arabian Peninsula.
Thousands of civilians have died in the conflict.
Al-Malki said that this was an admission by the Houthis that they were targeting civilians, "which may amount to a war crime."
The Houthis have stepped up attacks with drones and missiles on Saudi cities in recent months.
Since March 2015, Saudi Arabia, which backs Yemen's internationally recognized government, has been fighting the Houthis, who control the capital, Sana'a, and other parts of the country.
The Saudis fear that the Houthis will give their regional rival Iran a strategic foothold in the Arabian Peninsula.
Thousands of civilians have died in the conflict.