Saudi Arabia's Interior Ministry says four policemen were killed after gunmen attacked a security checkpoint in the southwestern province of Asir, which borders Yemen.

A ministry statement carried by the Saudi Press Agency says two of the gunmen were arrested following the attack, which took place shortly after midnight on Thursday. A total of three attackers were involved.

The statement says three policemen were killed in the attack itself while the fourth died after police clashed with the third gunman, who was also killed.

The exchange of fire with the third gunman also left four policemen wounded.

The statement says all the attackers are Saudi nationals and that further information cannot be provided as an investigation is underway.