A statement issued by the Islamic State group's Najd Province affiliate said the explosions took place a day earlier. It did not give further details.
Some Saudi news websites published images of the aftermath late yesterday night, showing police jeeps and SUVs on fire outside the police station in al-Dalam, located 62 miles (100 kilometers) southeast of the capital Riyadh.
No deaths or injuries were reported. Local police spokesman Fawaz al-Mayman, quoted by the Almowaten website, said the incident is still under investigation and that police would issue a statement soon.
Another IS-inspired group, calling itself the Hijaz Province affiliate, said it was behind a mosque bombing inside a police compound that killed 15 people in August. The Bahrain Province affiliate claimed responsibility for a shooting in eastern Saudi Arabia that killed five worshippers in October.
Saudi Arabia is part of the US-led coalition bombing the IS group in Iraq and Syria. IS leader Abu Bakr al-Baghdadi has called Saudi Arabia's Western-allied rulers "apostates" and has encouraged attacks against the Sunni-ruled kingdom.