They died in a simultaneous landmine explosion and rocket attack while on duty patrolling the border around Jazan, the ministry yesterday said in a statement carried by the official SPA news agency.
Saudi Arabia leads a Gulf coalition that has battled Iran-backed Huthi rebels in Yemen for two years. The coalition is allied with forces loyal to internationally recognised President Abedrabbo Mansour Hadi.
Hadi's forces have struggled to wrench control of large swathes of Yemeni territory from the Huthis, who control the capital Sanaa, much of the northern highlands and key ports on the Red Sea coast.
The United Nations estimates that more than 7,700 people have been killed in Yemen and millions displaced since 2015. Around two-thirds of the country's population faces the threat of famine this year.
More than 140 Saudis, including soldiers and civilians, have been killed since Riyadh intervened in the Yemen war, many of them in cross-border shelling.