"Scattered debris fell across various areas of the capital, with initial assessments indicating no casualties or damage," the ministry said on Wednesday.
Several loud booms were heard and some of the city's residents received phone alerts for the first time warning them of a hostile aerial threat.
Saudi air defences dealt with a "ballistic threat" in Riyadh on Wednesday, state TV said earlier.
The Gulf kingdom has come under attack from hundreds of Iranian missiles and drones since the US-Israeli war on Iran began last month, the vast majority of which authorities say have been intercepted.
But Wednesday's attack marked the first time many in the city had heard blasts or received a warning.
Two witnesses said they saw what appeared to be missile interceptions on the city's western edge, near the Diplomatic Quarter housing foreign missions.
The attack came hours before Saudi Arabia was set to host a consultative meeting of foreign ministers from a number of Arab and Islamic countries to discuss ways to support regional security and stability amid the Iran war.
There are scant signs of de-escalation nearly three weeks into the war, which has engulfed the region and caused unprecedented disruption to global energy supplies.
A Turkish diplomatic source said that representatives from Azerbaijan, Bahrain, Egypt, Jordan, Kuwait, Pakistan, Qatar, Syria, Turkey and the United Arab Emirates would attend the meeting.
