The shelling last evening killed two Indian workers and one Saudi citizen, a civil defence spokesman was quoted as saying by the state-run SPA news agency.
The spokesman did not give further details.
There was also no immediate comment from the Indian embassy here.
In September, an Indian was killed and three others were injured in mortar attacks in Saudi's Jizan region by rebels in Yemen, known as Houthis.
Just before Jizan incident, another Indian was killed and two others were injured in the same region.
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A Saudi-led coalition has been fighting rebels Houthis since March 26. During the campaign, several Saudi border guards and soldiers have been killed in shelling from across the border.
Representatives from both sides are currently attending UN-sponsored talks in Switzerland.
At least 5,800 people have been killed and over 27,000 wounded in Yemen since March, according to the UN.