Unknown gunmen opened fire on a group of Saudi policemen patrolling a region in the south of Riyadh, the Saudi Press Agency reported late on Friday.
The attack claimed the life of Majed Aniz al-Ghamedi, a police commander, the report added.
Saudi officials said that they have opened a criminal investigation into the case.
Back in April, two Saudi policemen also lost their lives after their patrol came under fire in a drive-by shooting in the east of the capital.
In a similar drive-by shooting attack in late March, two Saudi police officers were injured in the city.
On April 6, a Saudi police officer identified as Corporal Majed bin Turki Al-Qahtani died and five people - three other officers and two citizens - were wounded following an operation to crack down on dissent in the town of Awamiya in the Qatif region of Saudi Arabia’s Eastern Province.
The attacks come as Saudi Arabia’s Interior Minister Prince Mohammad bin Nayef bin Abdulaziz Al Saud on March 26 ordered the strengthening of security measures along Saudi borders and across the kingdom, including at oil facilities, as Riyadh pushes ahead with its aggression against Yemen.