The Saudi Foreign Ministry confirmed a Saudi military attache was murdered by unknown gunmen in Yemeni capital of Sanaa Wednesday, official Saudi news agency reported.

The body of the deceased Sergeant Khalid Shibikan Al Anizi, the assistant military attache in Yemen, will be flown to Saudi Arabia, while investigation has been launched to bring the murderers to justice, a source from the ministry told the agency.

The report added that the armed men also killed a Yemeni official who accompanied the Saudi diplomat.

Earlier in the day, a Yemeni interior ministry official told Xinhua that gunmen shot dead a Saudi Arabian diplomat and his Yemeni bodyguard in central Yemeni capital of Sanaa.

"Gunmen in security uniform intercepted the car of a Saudi military diplomat in a busy street in downtown Sanaa while he was on his way to the Saudi embassy, killing him and his Yemeni bodyguard," the official told Xinhua on condition of anonymity.

The unidentified gunmen fled the scene before police rushed to investigate the incident, the official said without elaborating further.

Saudi officials in Yemen have been frequently targeted since the kingdom supported the Yemeni government in its war against the resurgent network of al-Qaida in the Arabian Peninsula (AQAP).

Another Saudi diplomat Abdullah Mohammed Khalifa al-Khaledi has been held hostage by the AQAP in Yemen for eight months since he was kidnapped outside his residential building in Yemen's southern port city of Aden on March 28.

Until now the whereabouts of al-Khaledi is still unknown.