The attack happened at 9:49 a.m. on Sunday morning at Zulfi's General Directorate of Investigations Center, 260 kilometers northwest of Riyadh.
The sides then exchanged fire, which resulted in the death of the attackers.
Saudi security forces said on Sunday that they had foiled an attempted terror attack that targeted a domestic intelligence centre in the town of Al Zulfi, a small city situated about 250 kilometres north of Riyadh. The attackers were carrying pistols, machine guns and Molotov cocktails, officials said.
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The Saudi-owned satellite channel Al-Arabiya also reported four people died during an attack, but did not give details.
The kingdom has suffered numerous attacks in recent years by extremists, including Al Qaeda and ISIS. For two weeks, Saudi security forces battled the militants with the help of Pakistani and French special forces.
Deadly bombings and shootings have been carried out by ISIL against security forces and minority Shia Muslims in Saudi Arabia.
On April 7, two men armed with explosives were killed and two others arrested as they attacked a security checkpoint in a predominantly Shiite region in eastern Saudi Arabia, which has seen years of demonstrations against the Sunni royal family.