RIYADH, Oct 28 (Reuters) - Yemen's Houthi militia launched a ballistic missile toward Mecca on Thursday, the Saudi-led coalition intervening in Yemen's civil war said on Saudi state news agency SPA.

Coalition forces destroyed the missile 65 km (40 miles) from the holy city without damage and retaliated against the launch site inside Yemen, the statement said. Mecca is home to the most sacred sites in Islam, including the Grand Mosque.

The Houthis confirmed the launch of a Burkan-1 ballistic missile into Saudi Arabia in a statement to their official news agency on Friday but said it targeted King Abdulaziz International Airport in Jeddah, the kingdom's busiest airport.

The group controls much of the North of Yemen including the capital Sanaa along with its allies, forces loyal to former President Ali Abdullah Saleh.

(Reporting by Omar Fahmy, Writing by Katie Paul; Editing by Cynthia Osterman) ((Katie.Paul@thomsonreuters.com;))