The officer was hit by gunfire from "an unknown source" as he got out of his car in a neighbourhood northwest of the city of Dammam, said a ministry spokesman quoted by the official SPA news agency.
He was part of a unit assigned with guarding public installations.
Authorities have launched an investigation into the attack, the latest in a series against officers in Shiite areas of the oil-rich east of the kingdom, the spokesman added.
It is the third attack of its kind in Dammam during the past two months.
There has been sporadic unrest since the suppression of a Shiite-led uprising in neighbouring Bahrain sparked a wave of protests in 2011.
Saudi security forces have also come under attack by Sunni extremists linked to Al-Qaeda or the Islamic State group.
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