The visit indicates progress in the Oman-mediated consultations between Riyadh and Sanaa, which run in parallel with UN peace efforts.
The peace initiatives have gained momentum after arch-rivals Saudi Arabia and Iran agreed to re-establish ties in a deal brokered by China.
Oman, which shares borders with Yemen, has been trying for years to bridge differences between Yemen's warring parties, and more broadly between Iran and Saudi Arabia and the United States.
The envoys, who landed late on Saturday, met with the head of Houthi Supreme Political Council, Mahdi al-Mashat, in Sanaa's presidential palace, Houthi news agency SABA reported.
President Al-Mashat reiterated the group's position that it seeks an "honourable peace" and that the Yemeni people aspire to "freedom and independence," SABA said.
Both sides will negotiate to end hostilities and the lifting of a Saudi-led blockade on Yemeni ports, it added.
Sources have told Reuters that the Saudi-Houthi talks are focused on a full reopening of Houthi-controlled ports and the Sanaa airport, payment of wages for public servants, rebuilding efforts and a timeline for foreign forces to exit the country.
Yemen's war is seen as one of several proxy battles between Iran and Saudi Arabia.
The Houthis, aligned with Iran, ousted a Saudi-backed government from Sanaa in late 2014, and have de facto control of north Yemen, saying they are rising against a corrupt system and foreign aggression.
They have been fighting against a Saudi-led military alliance since 2015 in a conflict that has killed tens of thousands and left 80% of Yemen's population dependent on humanitarian aid.
A Houthi official said on Saturday the group had received 13 detainees released by Saudi Arabia in exchange for a Saudi detainee freed earlier, ahead of a wider prisoner exchange agreed upon by the warring sides.
At talks in Switzerland last month attended by the United Nations and the International Committee of the Red Cross, the Yemeni government and the Houthis agreed to free 887 detainees.
The 13 prisoners are part of that agreement, Houthi official Abdul Qader al-Mortada said.
The Saudi government media office did not respond to Reuter's requests for comment on the prisoner exchange and the delegation visiting Sanaa.
Reuters