A Royal Saudi Air Force Boeing F-15SA Eagle crashed under unknown circumstances near King Khalid Air Base (KKAB), Khamis Mushait.
Both pilots died and the aircraft was destroyed.
A statement carried by the state-run Saudi Press Agency said the crash happened near the King Khalid Air Base in Khamis Mushait, some 815 kilometers (506 miles) southwest of the capital, Riyadh.
Military spokesman Brig. Gen. Turki al-Malki said in the statement that an investigation was underway to determine the cause of the crash.
The F-15SA is a two-seat fighter jet. Saudi Arabia did not immediately acknowledge the number of those killed in the crash.
The Royal Saudi Air Force flies dozens of the McDonnell Douglas fighter jet in its fleet.
