Three officers were instantly killed when the outpost came under attack, the Saudi Press Agency reported, without specifying who was behind it.

"Security officials have succeeded in identifying a number of suspects involved in the crime and arrested two of them, both Saudi nationals," SPA said.

"In the interest of the investigation, their names cannot be revealed."

A third Saudi suspect opened fire as he tried to escape, killing another officer and wounding four others, SPA added.

The attack comes as Saudi Arabia is embroiled in a long running conflict in its southern neighbour Yemen, dubbed by the United Nations as the world's worst humanitarian crisis.

In March 2015, the kingdom launched a coalition of Arab states fighting to roll back Iran-backed Huthi rebels in Yemen and restore the country's internationally-recognised government to power.

Riyadh and Shiite rival Tehran back opposing sides in a range of hotspots across the mainly Sunni Muslim Middle East, including Lebanon, Syria, Iraq and Yemen.

Since late 2014, the Islamic State group has claimed a series of bombings and shootings against Shiites and security forces in the Sunni-majority kingdom.

Saudi Arabia is a member of the US-led international coalition that has helped battle the Sunni extremist group in Syria and Iraq.

Last November, Saudi Crown Prince Mohammed bin Salman vowed to "pursue terrorists until they are wiped from the face of the earth" as he presided over the first meeting of an Islamic counter-terrorism alliance involving around 40 Muslim countries.