The Saudi interior ministry yesterday said six assailants attacked the Wadia border post in the south of the kingdom on Friday.
After an initial clash on Yemen's side of the border that left a Yemeni soldier dead, according to a security official in Sanaa, the infiltrators in a four-wheel-drive attacked a Saudi border patrol vehicle, killing the driver.
They seized the car, sparking a chase in which two Saudi police were killed along with three of the assailants, the interior ministry said.
They took over an intelligence building where they killed a fourth member of the Saudi security services.
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Pinned down and encircled by security forces for several hours, they refused to surrender and blew themselves up early yesterday, a ministry spokesman said in a statement carried by state news agency SPA.
The Yemeni security source said the assailants were armed with machineguns and rocket-propelled grenades.
The crossing is in Yemen's southeastern province of Hadramawt, whose rugged terrain provides hideouts for militants of Al-Qaeda in the Arabian Peninsula.
To counter illegal crossings and arms smuggling, Saudi Arabia is building a three-metre (10-foot) high fence along its southern frontier.
Taking advantage of a collapse of central authority during a 2011 uprising that forced Yemen's veteran strongman Ali Abdullah Saleh from power, Al-Qaeda seized swathes of the country's south and east.
Saudi Arabia launched a massive crackdown on Al-Qaeda following a spate of deadly attacks in the kingdom from 2003-2006.