A coalition statement yesterday did not say how the army soldier and four Border Guard troops died in the kingdom's southern Najran region.
Neither did it specify the date of the incident.
The statement, carried by the official Saudi Press Agency, said they died "in the line of duty while protecting the nation's borders".
It appeared to be the largest single military loss in the border region announced by the coalition since March 26, when it began action in Yemen against Iran-backed Huthi rebels.
In June the coalition said four Saudis and dozens of Yemenis were killed in battle when forces loyal to Yemen's former president attacked several locations on the Saudi border.
Months of coalition air strikes failed to dislodge the Huthis from territory they had seized in Yemen.
But they began to lose ground in July when the coalition, according to military sources, sent in armour, troops and Yemeni fighters trained in Saudi Arabia.
Yesterday coalition-supported anti-rebel forces in Yemen began a major offensive aimed at pushing the Huthis out of Marib province and eventually moving on the capital Sanaa which the Huthis seized last year.
At least 60 people have been killed in Saudi Arabia from shelling and skirmishes along the frontier with Yemen since the coalition campaign began.
Most of the border casualties have been soldiers.
Another 10 Saudi troops died inside Yemen earlier this month. They were among 60 coalition soldiers killed when a missile hit their base in Marib province.
The World Health Organization says more than 4,500 people, including a vast number of civilians, have been killed in Yemen since March 19.
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