The pre-dawn attack came in an eastern district of the capital, a police spokesman said in a statement carried by the official Saudi Press Agency.
"A security patrol was carrying out its duties in east Riyadh when it came under fire from an unidentified vehicle," the spokesman said.
On March 29, two policemen were wounded in a similar attack in Riyadh, just days after the Interior Minister Prince Mohammed bin Nayef ordered that security be tightened nationwide as the kingdom launched air strikes against Iran-backed Shiite rebels in neighbouring Yemen.
On March 22, the United States resumed consular services in the kingdom following a week-long closure over unspecified "heightened security concerns".
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In January, three guards, including a commander, were killed in a desert area near the Iraqi border during a battle with Saudis who had infiltrated from the Iraqi side. No group has claimed responsibility for that attack.
Saudi security forces have also come under occasional attack in the Shiite-populated Eastern Province. But attacks on police are rare in the capital.