The roof of the hotel collapsed, leaving at least two bodies dangling from the building, said a witness in the Arhab area, about 20 km (13 miles) from Sanaa.
The report said the attack hit a small hotel but made no direct reference to civilian casualties or fighters.
A spokesman for the Saudi-led coalition, which is fighting the Iranian-allied Houthis in Yemen, was not available for comment.
The Houthis, who control Sanaa and northern Yemen, are fighting Yemen’s internationally recognized government, which is backed by the Saudi-led military alliance in a war which has killed at least 10,000 people and unleashed a humanitarian disaster.
A medic told Reuters that 35 bodies had been recovered from the rubble but more victims were believed to be inside. Houthi-run al-Masira TV earlier said at least 30 “martyrs” had been killed.
At least 13 people were wounded in the strikes, which followed a series of air attacks in the surrounding area overnight, the medic added.
Earlier this month, a senior United Nations official condemned recent reported air strikes in Yemen, including on a house containing children, saying they showed “disregard” for civilians’ safety.
The Saudi-led coalition denied targeting the family home after a health official said nine civilians were killed in an air strike.
The United States and Britain provide arms and logisitical assistance to the alliance for its campaign. The issue has caused controversy in Britain over the toll on civilians. Air strikes have also hit hospitals, infrastucture and port facilities, exacerbating the humanitarian crisis.
A report by international aid agencies last week said Yemen suffered more air strikes in the first half of this year than in the whole of 2016, increasing the number of civilian deaths and forcing more people to flee their homes.
The number of air strikes in the first six months of 2017 totalled 5,676, according to the report by the Protection Cluster in Yemen, which is led by the United Nations High Commission for Refugees (UNHCR), up from 3,936 for all 2016.
The report did not identify any party as being responsible for the air strikes but the Saudi-led coalition has controlled Yemeni airspace since the war began in March 2015. U.S. forces have also conducted occasional air strikes or raids using drones.
The United Nations has put the death toll since the war began in March 2015 at more than 10,000.