A defense official said the two pilots were rescued from the waters of the Gulf of Aden two hours after their fighter had crashed into the sea.
The official would not say if it was mechanical difficulties that downed the aircraft in international waters.
A U.S. Air Force Pave Hawk helicopter based in Djibouti was dispatched to rescue the two Saudi pilots. The rescue operation took two hours.
The United States is not participating militarily in the Saudi-led airstrike campaign but is providing logistical and intelligence support, including search and recovery support if needed.