A report today in the state-run Saudi Press Agency quoted a local civil defense official as saying the incoming fire landed in Jizan province.
The report suggested the three killed were foreign workers, though it did not identify their nationalities. Of the 28 wounded, the report said four were Saudi citizens.
Southern Saudi Arabia has been targeted by Yemen's Shiite rebels known as Houthis since a kingdom-led coalition started targeting the insurgents with airstrikes beginning in March.