DUBAI (REUTERS) - Two suspected Al-Qaeda militants blew themselves up early on Saturday after being surrounded inside a government building in southern Saudi Arabia, following an attack on a border post with Yemen.

Saudi-owned al-Arabia television quoted unnamed sources as saying the militants blew themselves up in the Sharurah area near the Wadia border post with Yemen.

The militants had put up "stiff resistance" to security forces surrounding them, firing automatic weapons and hurling grenades at security forces. There were no reports of casualties among Saudi security forces.

Saudi security forces had been searching buildings for militants who had fled after the attack, in which six people, including one suicide bomber and two security personnel, were killed.

Saudi Arabia, the world's biggest oil exporter, has long viewed its 1,800 km border with impoverished, conflict-ridden Yemen as a major security challenge and has been building a fence to deter militants and criminals.

Gunmen on Friday killed the commander of a border patrol on the Saudi side of the Wadia border post, where three of the attackers also died in an ensuing firefight, Saudi state news agency SPA said.

The agency said security forces had arrested one of the gunmen and were searching for one or two others believed to be hiding in the area.