Yesterday's explosion at the Safer base in Marib province east of the rebel-held Yemeni capital Sanaa was also reported to have killed five troops from Bahrain.
It was the worst day yet for the Saudi-led coalition that in March began a campaign of air strikes, targeting Iran-backed Shiite rebels, aimed at restoring President Abedrabbo Mansour Hadi's government to power.
Coalition spokesman General Ahmed Assiri was cited by Saudi online media today as confirming the Saudi deaths in the explosion.
"The mission of the coalition forces is to restore peace and stability to Yemen," the daily Al-Riyadh quoted Assiri as saying.
"They will continue their military operations until their objectives are achieved."
While the explosion was the first time Saudi soldiers were killed on the ground in Yemen, around 60 people, mostly soldiers, have been killed inside Saudi Arabia by cross-border shelling.