The Saudi-led air strikes have hit schools, hospitals, and markets, killing thousands of civilians and prompting rights groups to accuse the coalition of war crimes.
Other strikes reportedly targeted rebel positions to the south-east.
Friday's raid came two days after at least 35 people died in a series of strikes on Sanaa and a nearby hotel that rebels have also blamed on the coalition. They said 22 people were wounded from the airstrike.
According to an OHCHR statement, "a woman and two children were killed and two women and two children were injured when an airstrike by the Saudi-led Coalition hit a house in Talan village" in Sana'a Governorate on Tuesday.
But they are battling for control of the whole country against the internationally-recognised government, which is based in the south and supported by the Saudi-led coalition.
The bombing was the latest in a significant escalation in the coalition's air campaign in Yemen. Children were also seen among demonstrators as a number of them held signs reading, "Stop killing children!"
In a statement, Malki said that the Arab coalition adopts rules of engagement in accordance with the provisions of worldwide humanitarian law.
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Yemen's defenseless people have been under massive attacks by the coalition for more than two years but Riyadh has reached none of its objectives in Yemen so far.
After a deadly air strike on a house earlier this month, the UN's Humanitarian Co-ordinator in Yemen Jamie McGoldrick said all parties to the conflict were continuing to "show a disregard for the protection of civilians and the principle of distinction between civilians and combatants in the conduct of hostilities".
The alliance controls much of northern Yemen, including Sanaa.
The United Nations refugee agency strongly condemned the July 18 aerial attacks on the IDPs camp and said that it is "deeply shocked and saddened".
The country also faces a deadly cholera outbreak that has claimed almost 2,000 lives and affected more than half a million people since late April.
United Nations figures suggest more than 10,000 people have been killed and thousands more wounded since Saudi Arabia and its allies intervened on behalf of the internationally recognised government.
A combination of war, disease and a coalition blockade have pushed Yemen, long the poorest in the Arab world, to the brink of starvation.