The Saudi Press Agency report did not specify which country the casualties were from.
It said "a non-commissioned officer has died and three other officers have sustained injuries during live-ammunition shooting related to the Saudi-Pakistani al Samsam 5" exercises in Baha, in the kingdom's southwest.
The incident occurred as the lawmakers debate whether or not to join a Saudi-led coalition battling Shia rebels in neighbouring Yemen.
Saudi Arabia has asked its longstanding ally to contribute planes, ships and ground troops but the government has so far resisted.
The coalition on March 26 began air strikes against the Houthi rebels.
COMMENTS (11)
Comments are moderated and generally will be posted if they are on-topic and not abusive.
For more information, please see our Comments FAQ