The shells hit desert on the far northwestern fringes of the kingdom's oil producing region and several hundred kilometers (miles) from its top fields, source of the world's largest oil exports and heart of the largest Arab economy.
"Six mortar shells fell in an uninhabited area near the new al-Auja border guard center of Hafr al-Batin in the Eastern Province. Thank God no damage resulted from it," said General Mohammed al-Ghamdi, the border guard media spokesman, in a statement carried by the official Saudi Press Agency on Thursday.
Ghamdi said he had been in contact with border guards of "neighboring countries" to take necessary measures to determine the source of mortar fire and prevent it recurring.
Saudi news website sabq.org published photographs showing what it said were small craters in the desert caused by the impact of the shells. A high barbed wire fence and a road could be seen in some of the pictures.
An Iraqi militia said on Thursday it had fired six mortar bombs into Saudi Arabia's desert as a "warning message" to the kingdom to stop "interfering" in Iraqi affairs.
"The goal was to send a warning message to Saudis to tell them that their border stations and patrol are within our range of fire," Wathiq al-Batat, commander of al-Mukhtar Army militia, told Reuters by telephone.
Saudi Arabia, the world's largest oil exporter and a close ally of Kuwait, has an uneasy relationship with the Iraqi government.
It has not had an ambassador in Baghdad since before the 1990-91 Persian Gulf War.
The kingdom has constructed a barricade of fences along its Iraqi border.
Saudi Arabia's Eastern Province shares around 60 km (38 miles) of border with Iraq near the town of Hafr al-Batin. The border area is deep in the desert, with no towns or villages nearby. The province also borders Kuwait.
Saudi Arabia has significant oil facilities in the Neutral Zone it shares with Kuwait, more than 100 km (62 miles) from Hafr al-Batin, but its main oil and gas fields are located much further to the southeast, hundreds of km (miles) away.
BA/BA