Interior Ministry spokesman General Mansur al-Turki said on Saturday one or more unidentified armed men shot a security officer whom he did not wish to name, just after he stepped out of his house in Makka.
Saudi officials said they have launched an investigation.
Security forces have erected checkpoints at main Mecca entrances in an attempt to catch the culprits, Turki said.
On 1 June, two Saudi policemen were lightly wounded as they came under fire from armed men in a car on the main road linking Riyadh to Qassim, 210km north of the capital.
In April, security forces killed 15 people in the Qassim area.
According to Saudi government figures, 90 civilians, 42 security personnel and 110 fighters have been killed since May 2003.