Shelling from Yemeni rebels killed a Saudi border guard and wounded three civilians including a Bangladeshi, the interior ministry said on Friday.
The Tuwal district of Jazan, on the Saudi frontier with Yemen, came under fire on Thursday afternoon, wounding the border guard corporal, a ministry statement said.
He died on the way to hospital.
Two Saudis and a Bangladeshi national were wounded by Huthi rebel shelling of Tuwal the same day, the Civil Defence agency said in a separate statement.
More than 100 civilians and Saudi Arabian soldiers have died in strikes and skirmishes along the frontier since a Saudi-led coalition intervened in Yemen on the side of the internationally-recognised government in March last year.
The coalition began air strikes after the Huthis and their allies, troops loyal to ex-president Ali Abdullah Saleh, overran much of the country.
Riyadh feared the Huthis would take over all of Yemen and move it into the orbit of Shiite Iran, Sunni Saudi Arabia's regional rival.
In Yemen, more than 6,600 people have been killed, most of them civilians, according to the United Nations.
Riyadh faces mounting international scrutiny over civilian casualties in its Yemen air campaign.