"Four armed men wanted for security-related matters were killed in a shootout with security forces," the source said, adding that the gunfight erupted in a desert area between al-Zilfi and al-Qassim, about 200km northwest of Riyadh.
"There were a few minor injuries among security men," the source added, without giving further details.
Saudi security forces late last month killed a total of 10 insurgents, including two of the kingdom's most wanted men, in two days of clashes in Riyadh, the interior ministry said.
The clashes occurred both before and after two car bombings against security targets in the capital on 29 December.
The ministry identified the two most-wanted insurgents as Saudi nationals Sultan Bjad Saadun al-Utaibi and Bandar Abd al-Rahman al-Dakhil.
Five bombers were also killed in the car bombings which targeted the interior ministry itself in the centre of Riyadh and a special security forces base in the eastern part of the capital.
Since May 2003, Saudi Arabia has been swept by a wave of violence which the interior ministry blames on the al-Qaida network of Saudi-born Usama bin Ladin.
More than 100 people have died and hundreds more wounded in the attacks, many of which have targeted foreigners.