Yemen's rebel ex-president urges mobilisation on Saudi border
His call followed an airstrike by the coalition on a funeral, which killed 140 mourners and provoked outrage.
Sources in the Saudi-led coalition denied any role in the attack.
"I call upon all the sons of this nation... to face this aggression with all their strength and you must proceed to the battlefronts," Saleh said in a speech.
"The defence ministry, chairman of the joint chiefs of staff and the interior ministry must put in place the necessary measures for battle readiness at the fronts on the (Saudi) border."
Saleh stepped down in 2012 following nationwide protests and a Saudi-sponsored peace initiative.
The Saudi-led coalition supports Yemen's internationally-recognised government of President Abedrabbo Mansour Hadi against the rebels, who seized the capital and swathes of Yemeni territory in 2014.
The UN says the conflict has killed more than 6,600 people – almost two-thirds of them civilians – and displaced at least three million since the Saudi-led intervention.
The coalition has faced repeated criticism from rights groups over civilian casualties in its campaign in Yemen.