Saleh, who was forced to step aside in 2012 following a year of deadly nationwide protests against his three-decade rule, escaped unharmed after the attacks early on Sunday.
He was not at home during the bombing, which killed three guards and destroyed three buildings.
Saleh, who was accused of siding with Houthi fighters who toppled UN-backed President Abd-Rabbu Mansour Hadi in February, was later defiant against the Arab coalition.
"You should continue carrying your arms, ready to sacrifice your lives in defence against these belligerent attacks," Saleh said, addressing Houthis after the attack.
"I can describe this aggression as an act of cowardice.
"If you are brave enough, come and face us on the battlefield, come and we will be at your reception. Shelling by rockets and jet fighters cannot enable you to achieve any of your goals."
Saleh's comments came after Houthi fighters released a statement that they would deal "positively" with any efforts to lift the suffering of the Yemeni people.
The declaration was seen as a sign that they could accept a five-day humanitarian ceasefire proposed by Saudi Arabia, which is leading the coalition.
The Houthis' political council said on Sunday that they would like to see humanitarian aid delivered to the Yemeni people as soon as possible.
The statement added that the Houthis want talks between political factions to be held under the umbrella of the UN.
Houthi sources told Al Jazeera that the group would never accept talks to be held in Riyadh, or any other nation involved in the Arab coalition that has been bombing the country since March 26.
Five-day ceasefire
Adel al-Jubeir, the Saudi foreign minister, announced a proposal on Thursday for a five-day ceasefire to facilitate humanitarian aid to civilians, but only on the condition that the Houthis also halt the fighting.
The proposed truce, if agreed, would begin on Tuesday.
Al Jazeera's Mohamed Vall, reporting from Riyadh, said that a Houthi foreign affairs spokesman had written on social media that they may accept the truce if it was "real and serious".
"We still wait for more confirmation from the Houthi side - more official confirmation," he said.
"For the first time since the Saudis offered the truce, these are signs that [the Houthis] might be thinking of accepting the truce."
The latest strikes in the capital came after the UN humanitarian coordinator for Yemen said that the coalition's air strikes on Saada city in Yemen were in breach of international law.
The conflict in Yemen has killed over 1,400 people - many of them civilians - since March 19, according to the UN.
Camp David summit
Meanwhile, Jubeir announced that Saudi's King Salman will not attend a Camp David summit of US and allied Arab leaders.
In a statement, Jubeir said the summit on Thursday coincides with the humanitarian ceasefire.
He said Crown Prince Mohammed bin Nayef, who is also interior minister, would lead the Saudi delegation and the king's son, Deputy Crown Prince Mohammed bin Salman, who is defence minister, will also attend.
President Barack Obama had planned to meet Salman one-on-one a day before the gathering of leaders at the presidential retreat. The White House said it did not take the king's decision to skip the summit as a sign of any substantial disagreement with the US.
The king, who took power in January after his brother King Abdullah died, has not travelled abroad since his ascension to the throne.
At the summit, leaders of Gulf nations will be looking for assurance that Obama has their support when the region feels under siege from armed groups and Syria, Iraq and Yemen are in various states of chaos.
Arab allies also feel threatened by Iran's rising influence and worry the nuclear pact taking shape with the US, Iran and other nations may embolden Tehran to intrude more aggressively in countries of the region.