Saudi Arabia on Monday reported three shells hit the Arar area inside the country along its border with Iraq, where jihadist-led militants have gone on the offensive.
"Three shells struck near a residential complex in the northern border area, without causing casualties," a border guards spokesman said, adding that an inquiry into the origin of the shelling was under way.
In November, Iraqi pro-Iranian Shiite group Jaish al-Mukhtar claimed it had fired six mortar rounds into a remote area of northeastern Saudi Arabia as a "warning" to the kingdom.
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Saudi Arabia shares over 800 kilometres (497 miles) of borders with Iraq.
Sunni Saudi Arabia has deeply strained relations with Iraq's Shiite-led government.
Riyadh has accused Iraqi Prime Minister Nuri al-Maliki of creating the conditions for last month's jihadist-led offensive by marginalising its Sunni Arab minority.
Maliki in turn has accused the oil-rich kingdom of supporting "terrorism" in his Shiite-majority country.