Last April, the Saudi government issued an amnesty period giving illegal immigrants seven months to gain legal status or leave the country.
"The ones who failed are the ones who are being repatriated," the spokesman for the Ethiopian foreign ministry, Dina Mufti, told AFP.
Every year, large numbers of Ethiopians leave their country looking for work. Most are females moving to the Middle East seeking domestic work.
Last year, 200,000 women left Ethiopia seeking jobs, according to Ethiopia's Ministry of Labour and Social Affairs.
"They were trying to get them in the camp before repatriation and in that process... An Ethiopian has been killed with a police bullet, but we are verifying it," Dina said.
He could not say how many illegal immigrants are in Saudi Arabia, and did not say when they would be brought home, only that it would be "as soon as possible".
The International Labour Organisation (ILO) said many Ethiopian domestic workers living abroad are subjected to emotional and physical abuse, poor working conditions, low pay and discrimination.
With a population of 91 million people, Ethiopia is Africa's second most populous country after Nigeria, but also one of the continent's poorest with the majority of people earning less than two dollars a day.
The nation's unemployment rate is 20 per cent, according to the ILO, with more than 27 per cent of females and 13 per cent of males jobless.
