A cargo ship reported a missile hitting the water as it sailed up the Bab al-Mandab Strait off Yemen, the United Kingdom Maritime Trade Operations (UKMTO) said on Thursday.

The ship also said it had been instructed to change course and sail to Yemen, the UKMTO said in an advisory note.

The crew of the Hong Kong-flagged, Marshall Islands-owned vessel were not harmed in the incident, which occurred approximately 45 kilometres northwest of Mocha, Yemen, British maritime security company Ambrey said in a separate advisory.

Ambrey said the ship had reported a group claiming to be the "Yemeni Navy" had demanded the change in course.

It said it believes the group is Yemen's Iran-aligned Houthis.

The Houthis have sought to support the Palestinians in Gaza by firing missiles at Israel and threatening shipping in the Bab al-Mandab Strait, which lies next to Yemen at the southern entrance to the Red Sea.

The UKMTO and Ambrey said they were investigating the incident and another involving a vessel sailing in the Indian Ocean off Yemen.