The coalition's Joint Incidents Assessment Team said a party affiliated to Yemen's General Chief of Staff headquarters had provided intelligence that the hall in Sanaa was filled with leaders of the rebels.
The missile attack, if confirmed, would mark the third time the USS Mason was sacked upon in global waters in the past week from territory in Yemen controlled by Iranian-aligned Houthi rebels.
Thursday's USA counter-strikes had already raised questions about the potential for further escalation. It is not clear whether it hit the incoming missiles.
The US responded to the earlier attacks by firing Tomahawk cruise missiles, destroying three radar sites in Yemen, according to US officials.
"A US Strike Group transiting worldwide waters in the Red Sea detected possible inbound missile threats and deployed appropriate defensive measures", a US defense official said, speaking on the condition of anonymity.
All three ships and their crew are all safe and there was no damage, according to the two officials.
A defence official told AFP: "A US Strike Group transiting worldwide waters in the Red Sea detected possible inbound missile threats and deployed appropriate defensive measures".
The French Frigate Jean de Vienne (D643), left, and guided-missile destroyer USS Mason (DDG 87), manuever into position for a gunnery exercise.
Houthis and allied army units loyal to former president Ali Abdullah Saleh have also fired rockets and missiles at Saudi military installations and airbases across the Yemeni-Saudi border.
"We welcome reports that two USA citizens who had been detained in Yemen were released and have arrived safely in Oman".
The rockets fired at the USS Mason on Sunday and again Wednesday were believed to be the first time since 1987 that a United States warship has been targeted by an incoming missile.
The missile launches are the third in a week to target the USS Mason and other United States warships. It remained unclear whether two of them fell on their own into the sea or because of the defensive countermeasures used by the destroyer's crew.
Secretary of State John Kerry said Saturday that Houthi rebels in Yemen had released two US citizens as part of an arrangement that included airlifts of Yemenis wounded in the funeral attack.
The Houthi rebels have denied conducting the missile launches.
"While military personnel and civilian officials involved in the war effort were attending the ceremony, the clear presence of several hundred civilians strongly suggests that the attack was unlawfully disproportionate", the New York-based watchdog said on Thursday.