PILGRIMS in Saudi Arabia may not have anticipated being caught up in an air war, but some experienced an attack by Yemen's Houthis first-hand and others have been forced to change their plans.

Footage of the blast that killed 13 people and wounded 300 in a Riyadh airport departure terminal struck on Saturday showed many passengers attired in the simple white clothes of Muslim pilgrims travelling to Makkah.

Saudi media reported that a Bangladeshi imam leading a group of dozens of pilgrims was killed and others wounded in the attack.

While the Houthis have promised not to attack Makkah and Madinah, the two holiest places in Islam that attract millions of pilgrims each year, they are targeting other Saudi airports in what they call retaliation for Saudi attacks on them.