The oil-producing province is a regular flashpoint between the Sunni-dominated government and minority Shi'ites who complain of discrimination and marginalization.
Saudi authorities deny mistreatment.
The operation occurred on Tarout island, just off the city of Qatif, and targeted a newly formed "terrorist cell," SPA said in a statement, adding there were no casualties among civilians or policemen.
Security forces were still at the site, it said.Saudi security services regularly carry out operations in the area, with fatalities reported during operations in January and September, according to Saudi media.