The march in the rebel-held capital, Sanaa, was in support of a new combined governing council the rebels and Saleh announced late last month, but which was immediately rejected by the internationally recognized government and the United Nations. Saleh was forced to step down in 2012 amid Arab Spring protests after more than three decades in power.

Yemen's war pits troops and militiamen loyal to the government, backed by a Saudi-led coalition, against the Shiite rebels and Saleh loyalists. The Houthis captured Sanaa in 2014, and the U.S.-backed coalition began its offensive against them in March 2015.

Later in the day, coalition airstrikes hit the presidential palace in Sanaa and other areas in the city, leaving an unknown number of casualties, security officials said. Saudi Arabia's civil defense directorate said that the Houthis had launched a missile over the border into the Najran region, killing a Saudi and wounding five Yemenis and a Pakistani who were residents there.