"The patrol was targeted by an explosive projectile when passing by a building under construction in the Al-Naserah district in Qatif," the interior ministry said in a statement published on the official SPA news agency.
Two policeman were wounded and transferred to nearby hospitals.
Authorities are treating the attack as a "terrorist crime," the statement said.
The attack occurred in the same area where a police corporal was killed in a bombing targeting a patrol on Thursday.
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Three people, including a police officer, were also killed last month in bombings in Qatif, where most of Sunni- ruled Saudi Arabia's Shiite minority lives.
The district has been rocked by unrest since 2011, when Shiite protests erupted to demand equality in the Gulf kingdom.
Authorities have blamed the unrest on "terrorists" and drug traffickers.
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