SANAA/ADEN (Reuters) - A 72-hour truce in Yemen came under pressure on Thursday when missiles fired from Yemen injured civilians in southern Saudi Arabia, according to an Arab coalition which launched air strikes that Iran-allied Houthi fighters said killed three people.

Saudi Arabia and its Gulf Arab allies have been embroiled in a conflict in Yemen since March 2015, fighting on behalf of an exiled Yemeni government against the Houthi group, which controls the capital Sanaa.

A ceasefire brokered by the UN took effect late on Wednesday, raising hopes of an end to a war that has devastated the Arab world's poorest country and left it on the verge of famine.

That brought Sanaa its first night without air strikes in nearly three months and the truce was generally holding across the Arabian Peninsula state, residents and officials said.

But rockets were fired by the Houthi group at Jazan and Najran in Saudi Arabia, the Saudi-led military coalition said in a statement.

"43 violations were committed along the border... in which snipers and various weapons were used, including missiles," it said.

The Houthis said they had launched attacks on Saudi military camps across the border over the past two days and that a coalition airstrike on Thursday killed three civilians in northern Saada province.

In the southern city of Zinjibar, al-Qaeda militants ambushed a checkpoint and killed five soldiers and injured several others, a local official told Reuters - a sign of how the war has spiraled out of control.

Al Qaeda in the Arabian Peninsula (AQAP) have exploited the chaos to expand their presence in southern towns and cities close to one of the world's busiest shipping lanes.

The Arab coalition said in a statement on Thursday it remained committed to the truce despite "ongoing violations".

Coalition aircraft had bombed Sanaa every night since Aug. 7, residents said, starting after peace talks with the Houthis and forces loyal to ex-president Ali Abdullah Saleh broke down.

The truce has the possibility for extension if it holds, opening the way for aid supplies to isolated regions where hunger and disease including cholera have spread.

Several previous ceasefires have failed to pave the way for an end to the conflict, although they have significantly slowed fighting in a war that has killed at least 10,000 people.

(Reporting by Mohammed Ghobari in SANAA and Mohammed Mukashaf in ADEN; Writing by Tom Finn and Katie Paul; Editing by Richard Balmforth)