Three Saudi soldiers were killed and seven border guards were wounded by shelling from Yemen on Friday, Saudi state news agency SPA said.
The shelling took place in Dhahran Aljanoub, a governorate in the Saudi border region of Aseer, SPA said, citing the security spokesman at the interior ministry.
The statement did not say who carried out the shelling, but Houthi rebels and forces loyal to former Yemeni president Ali Abdullah Saleh have carried out similar attacks in the past.
News agency Saba, run by Houthis, said earlier on Friday that they had launched rockets on several Saudi border areas, including Aseer.
SPA said ground forces had responded to the shelling and had destroyed missile launchers.
Saudi forces and the Houthis have been trading fire across the border since the Arab alliance began its operations.