Two of the Saudi troops were killed in al-Hamezah and Tabat al-Khazan villages of Jizan region on Monday night.
Two others were also killed in the al-Alab border crossing in Asir region, while another was shot dead at a military base in Najran region, the report said.
The development comes a day after Yemeni armed forces shot and killed eight Saudi soldiers in Jizan.
At least 13,600 people have lost their lives since the onset of Saudi Arabia’s military campaign against Yemen in 2015, which is meant to reinstall the country’s former Riyadh-friendly government and crush its popular Houthi Ansarullah movement.
Much of the Arabian Peninsula country’s infrastructure, including hospitals, schools and factories, has been reduced to rubble due to the war.