The operation came a day after explosions rattled the Saudi capital and authorities sent text messages to residents warning them of a "hostile aerial threat" targeting the city.
The Indian Embassy said it would provide all possible assistance to ensure the nationals’ safety, while Saudi authorities have yet to comment on the allegation.
The death toll from Monday’s missile attack in Shabwa rose from 53, with 14 people still missing; Houthis separately accuse Saudi Arabia of killing eight fishermen in airstrikes.