The US military had no immediate comment.
The strike in Yemen's Saada, a stronghold for the Houthis, is the latest incident in the country's decade-long war to kill African migrants from Ethiopia and other nations who risk crossing the nation for a chance to work in neighbouring Saudi Arabia.
The US military's Central Command in a statement before news of the alleged strike sought to defend its policy of offering no specific details of its extensive air strike campaign.
"To preserve operational security, we have intentionally limited disclosing details of our ongoing or future operations," Central Command said. "We are very deliberate in our operational approach, but will not reveal specifics about what we've done or what we will do."
It did not immediately respond to questions from The Associated Press about the alleged strike in Saada.Â
Graphic footage aired by the Houthis' al-Masirah satellite news channel showed what appeared to be dead bodies and others wounded at the site. An al-Masirah correspondent said some 100 migrants had been detained.
Casualty figures weren't immediately clear. However, footage from the site analysed by the AP suggested some kind of explosion took place, with the prison's cement walls seemingly peppered by debris fragments and the wounds suffered by those there.
A woman's voice, soft in the footage, can be heard repeating the start of a prayer in Arabic: "In the name of God." An occasional gunshot rang out as medics sought to help those wounded.
Meanwhile, US air strikes overnight targeting the capital Sanaa killed at least eight people, the Houthis said. The American military acknowledged carrying out over 800 individual strikes in their month-long campaign.
Washington said it is acting to end the threat the Iran-backed Houthis pose to shipping in the Red Sea and the Gulf of Aden.
Ethiopians and other African migrants for years have landed in Yemen, braving the war-torn nation to try and reach Saudi Arabia for work. The Houthi rebels allegedly make tens of thousands of dollars a week smuggling migrants over the border.
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