A Saudi diplomat and his bodyguard have been shot dead in the Yemeni capital Sanaa, according to BBC News.

Gunmen opened fire on the diplomat's car, causing it to flip over, security officials said. The gunmen were said to have been dressed as members of the security services.

Saudi Arabia is deeply involved with its unstable and impoverished southern neighbor as Yemen battles Islamist militants with U.S. assistance.

"Gunmen opened fire at the Saudi diplomat's car in a neighborhood in southern Sanaa, killing him and his Yemeni bodyguard," a security official was quoted by Reuters as saying.

He said the diplomat was the assistant military attache at the Saudi embassy.

The attack took place in Sanaa's southern district of Hada, where embassies and diplomatic residences are situated. No group has yet claimed responsibility.

However, Saudi Arabia has been battling al-Qaeda-inspired militants and it is well known that supporters of the Islamist group are exploiting the lawlessness in Yemen to set up bases there.

Correspondents say a number of Saudi jihadists are believed to have crossed the border to join al-Qaeda in the Arabian Peninsula (AQAP) and similar groups in southern Yemen.

Earlier this year, Saudi Arabia's deputy consul in Yemen was kidnapped by al-Qaeda, and remains captive.