Calling itself al-Haramain Brigades, the group said on Thursday it carried out the bombing in a statement on at least two Islamist websites.
"Al-Haramain Brigades in the Arab peninsula succeeded in bombing the command headquarters of emergency and anti-terrorism forces of the Interior Ministry," said the statement in Arabic.
The Brigades added that it followed the path of Usama bin Ladin and his al-Qaida group and would target Saudi authorities again in the future.
In Wednesday's attack, a car bomber drove himself into a security forces building, killing four people and wounding 148.
The bombing occurred days after a US warning of a possible attack in the kingdom which is battling a tide of Islamist discontent at Riyadh's international relations.
Al-Haramain, the name of Islam's two holiest sites in the Saudi cities of Makka and Madina, has previously claimed responsibility for a bomb attack in December on a Saudi security officer's car.
The Qala.net and Muntada al-Ansar websites carried the group's statement.
"This bombing completely destroyed the targeted building and killed and injured tens of soldiers and commanders of the criminal, apostate mechanism which is fighting God, his prophet and the faithful."
The statement mentioned, among others, Khalid Ali Hajj - a Yemeni man believed to be a top al-Qaida operative in the kingdom who was shot dead by security forces in March.
Wednesday's attack in Riyadh was the third in a year. Over 50 people died in attacks in the kingdom last year.