A security guard and a gunman were killed in an exchange of gunfire in front of the U.S. consulate in the Saudi coastal city of Jeddah on Wednesday, officials said.

No Americans were harmed in the shooting outside the consulate, which was put under lockdown, the U.S. State Department said.  "At 6:45 p.m. (1545 GMT), a man stopped in a car in front of the consulate building and got out with a weapon in his hand," the official Saudi Press Agency quoted a police spokesman as saying.