The health minister in the Houthi administration that runs Sanaa said another three people were injured when the drone landed in a commercial area, the official news agency reported.
Reuters footage showed wreckage of a drone near Yemen Mall shopping centre and a man lying on the street near a car.
Three medics told Reuters six people had been hit by shrapnel, and that three of them had died.
“Our air defences downed a Chinese-made CH4 armed spy plane belonging to the Saudi air force with a surface-to-air missile,” Houthi military spokesman Yahya Sarea said on Twitter.
The incident took place during a rare truce between the warring parties that expires on June 2 and which the United Nations special envoy for Yemen is seeking to extend.
Three people were killed in the Yemeni capital Sanaa after Houthi forces downed a spy drone of the Saudi-led military coalition, Houthi officials and medical sources said on Monday.
The Saudi-led coalition intervened in Yemen in March 2015 against the Houthis after the Iran-aligned movement ousted the internationally recognised government from Sanaa.
The conflict has killed tens of thousands of people and caused a dire humanitarian crisis.