
Saudi Press Agency quoted an unnamed Mecca police spokesman as saying security forces were investigating the incident. He did not say whether the militants, who have staged a series of attacks on police in Riyadh, were suspected.
Jeddah is the second largest Saudi city and a major port. It is traditionally more socially liberal that the capital Riyadh and also the historical gateway for pilgrims to the Islamic holy sites of Mecca and Medina.
Supporters of the Islamic State group have shot at two Saudi police patrols, bombed a mosque used by the security services and two others used by members of the Shia Muslim minority, killing 40 people.
Read: Heroin smuggler: Saudi Arabia executes Pakistani
The Interior Ministry said last month it had detained 431 suspected supporters of Islamic State and thwarted other attacks on mosques, security forces and a diplomatic mission.
Last year Islamic State leader Abu Bakr al-Baghdadi called on Saudi supporters of the ultra-radical group to stage their own attacks inside the kingdom instead of travelling to join its forces in Syria or Iraq.
Read: At least 13 killed in bomb attack on Saudi mosque
Islamic State wants to replace Muslim countries, including Saudi Arabia, with a single caliphate and has denounced its ruling Al Saud for what it sees as the dynasty's corruption and betrayal of Muslims through close ties to the West.
The Saudi authorities and state-affiliated clergy also propagate an ultra-conservative form of Sunni Islam but describe Islamic State as "deviant", have detained thousands suspected of supporting it and joined air strikes against the group in Syria.
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