The border guard died after "heavy firing from inside Yemeni territory" yesterday at Dahran al-Janub, the interior ministry announced.
Yesterday, in the Jazan region, two Yemeni residents died in shelling from over the border, the Civil Defence agency said.
Another Yemeni, among hundreds of thousands living in Saudi Arabia, died on Saturday when attackers from Yemen opened fire on Saudi Arabia's Najran border zone, Civil Defence said.
Close to 80 people have been killed in border shelling and skirmishes since Saudi Arabia and its allies launched a military intervention against Huthi Shiite rebels in its southern neighbour in March.
In Yemen, the United Nations says more than 5,700 people have been killed since March, nearly half of them civilians.