Saudi security forces are on a heightened state of alert because of campaign against Houthi rebels in Yemen
A policeman was shot dead on Friday evening in a southern district of the capital of Riyadh, the official Saudi news agency SPA said.
Policeman Maged al-Ghamdy was patrolling the area at 7:30 p.m. local time when he was shot from an unidentified car, the agency said.
The authorities are investigating the incident, the agency said.
Last month, two policeman were also shot dead from a car in eastern Riyadh.
Saudi security forces are on a heightened state of alert because of the Saudi-led campaign against Houthi rebels in Yemen.
Militant Sunni Muslim groups Islamic State and al Qaeda have called on followers in the country in the past to attack targets, including the authorities, non-Muslim residents and members of Saudi Arabia's Shi'ite minority.
Some Saudi Shi'ites have also carried out gun and petrol bomb attacks on police in the Qatif district of Eastern Province, in retaliation for what local activists describe as systematic discrimination against members of their sect, which Riyadh denies.