The Pentagon has promised retaliatory action for the double missile launch on one of its navy destroyers in the Red Sea from rebel-held Houthi territory in Yemen.

"We are going to find out who did it and take action accordingly," said Defence Department spokesman Captain Jeff Davis. "Anybody who puts US Navy ships at risk does so at their own peril."

He did not specify what the action would be, and said the missile attack is still being investigated.

The missiles were fired on the USS Mason on Sunday (9 October). They plunged into the sea, and no one was injured.

The missiles originated from territory controlled by the rebel Houthis who are backed by Iran and are fighting the government of Yemeni President Abd-Rabbu Mansour Hadi. The president is backed by a Saudi-led coalition supported by the US.

The US Naval Institute quoted sources revealing that the USS Mason fired three missiles of its own to "defend itself" and the nearby USS Ponce.

The destroyer reportedly launched two Standard Missile-2s and a single Enhanced Sea Sparrow Missile to intercept the two missiles. It also also used a Nulka anti-ship missile decoy, the sources told USNI.

The vessel was operating in international waters north of the strait of Bab el-Mandeb at the time of the attack.

The missile attack on the US destroyer was apparently in retaliation for US support of the Saudi-led coalition after the bombing of a funeral for a prominent Houthi that killed at least 140 people.

The attack on the USS Masoncame as a ballistic missile fired from Yemen apparently targeted a Saudi air base near the Muslim holy city of Mecca, the deepest strike yet into the nation by the rebels and their allies, according to a CBS News report.

The rebels fired another two missiles into the Saudi Jizan region along the border the following day, wounding two foreigners who worked there, the local civil defence said in a statement.

The conflict in Yemen has killed an estimated 10,000 Yemenis and some 20 million are people in dire need of aid, according to the UN.

Some 1.5 million children are currently malnourished and 370,000 of them suffer from severe acute malnutrition.