JEDDAH, Saudi Arabia: An oil tanker has come under fire off Yemen while passing through the strategic Bab al-Mandab strait into the Red Sea, a Saudi-led coalition supporting the Yemeni government said Thursday.

The shipping lane connecting the Indian Ocean with the Suez Canal and the Mediterranean beyond is a key transit route for oil and gas from the Gulf, and Washington has expressed growing concern about its security.

Three rocket-propelled grenades were fired at the Marshall Islands-flagged tanker from a boat on Wednesday morning, the Saudi-led coalition said.

"None of the crew was hurt," said the coalition statement carried by official Saudi Press Agency, adding that the tanker had sailed on into the Red Sea.

It was not clear if any of the RPGs hit the ship.

The attack happened near Perim, or Mayun in Arabic, an island that commands the strategic strait and has been controlled by coalition forces since 2015 when they seized it from Yemeni rebels.

The coalition, which has in the past accused the Huthi rebels of threatening the security of shipping passing through the strait, said it was investigating who was behind the latest attack.

There has also been a resurgence in attacks on shipping in the area by Somali pirates in recent months.

"Arms and ammunition smuggling activities into Yemen that are carried out by Huthi militias threaten maritime security in this vital part of the world," the coalition statement said.

The rebels control most of Yemen's Red Sea coastline, although a government offensive launched at the start of the year has pushed them away from the strait itself.

In January, the rebels attacked a Saudi frigate off the Yemeni coast killing two sailors in what the coalition said was a suicide attack.

In September and October, two U.S. warships and a United Arab Emirates vessel contracted to the coalition were targeted by missile fire from rebel-held territory.

In March, the head of U.S. Central Command, General Joe Votel, warned that coastal defence missiles, radar systems, mines and explosives boats deployed by the rebels posed a threat to shipping in the strait.

The Saudi-led coalition has patrolled the waters off Yemen to enforce a blockade of rebel-held areas since it launched a military intervention in support of the government in March 2015.