Yemen's Houthi rebels have released a video footage that reportedly shows two Saudi soldiers in their custody.

Saudi Arabia has confirmed that the two soldiers seen in the footage released by the Shiite forces are part of the coalition.

The spokesperson of the Saudi-led coalition, Ahmed Asseri, told CNN that the soldiers are detainees and not hostages. They were captured after they got lost in Yemeni territory, Asseri added.

Last Wednesday, the Houthi rebels released a video footage of a man, who claimed to be a captured soldier.

In the video, the man dressed in army fatigues identified himself as Sergeant Ebrahim Hakmi of a Saudi brigade based in the kingdom's Jazan border area.

He said that he was being held along with several other Saudi soldiers. The video, however, showed only two Saudi soldiers.

The Kingdom of Saudi Arabia (KSA) has vowed to do the necessary and bring its men back.