Saudi police and suspected Muslim militants exchanged fire on Saturday in the Red Sea city of Jeddah, security sources said.
The shooting between police and the militants, who were firing from moving cars, came nearly a week after a major al Qaeda attack in the world's biggest oil-exporting country killed 22 people in the city of Khobar.
Fears about the security situation in the world's biggest oil exporter helped push world oil prices to record highs last week before oil producers pledged to hike production.
Yesterday, al-Qaeda's top leader in the kingdom, Abdulaziz al-Muqrin, called on Saudis to support the militants' campaign to topple the US-allied Saudi monarchy.
He praised an al-Qaeda attack in the Saudi city of Yanbu in early May, the killing of a German in Riyadh two weeks ago and Wednesday's shooting on US military personnel near Riyadh.
He also rejected a Saudi claim that two militants killed near the western city of Ta'if on Wednesday had links to the Khobar attack.
Saudi Arabia has been battling militants of Saudi-born Osama bin Laden's al Qaeda network for over a year and Muqrin has vowed 2004 will be "bloody and miserable" for the kingdom.