A U.S. consulate in Saudi Arabia was the scene of a firefight that left two dead.

A security guard engaged in a back-and-forth exchange of gunfire at the U.S. consulate in Jeddah, Saudi Arabia, early Thursday morning.

Saudi police report that the gunman arrived in and exited a vehicle outside the consulate before opening fire on security officers.

The officers fired back, killing the attacker after several rounds of shots between the parties.

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One Nepalese security officer was wounded in the gunfire and rushed to medical care. He later died from his wounds.

"The U.S. Embassy and Consulate remain in contact with Saudi authorities as they investigate the incident. There are currently no changes to the Department of State’s Travel Advisory," the Department of State wrote Thursday.

No U.S. citizens were injured in the incident, according to the Department of State.