The ministry of interior said the suspect had been arrested for "attempting to set fire to a government building in Qatif using Molotov cocktails" on January 9.
Others were also involved, the ministry said in a statement carried by the official Saudi Press Agency.
It added that the suspect, who was not named, also confessed to shooting at security officers and torching a bus in the country's east on January 5.
Police earlier reported the burning of a bus in Qatif but said there were no injuries.
Nimr was a driving force behind protests that began in 2011 among the kingdom's minority Shiite community.
Those protests later developed into a call for equality in the Sunni-dominated kingdom, where Shiites complain of marginalisation.
Nimr and three other Shiites were among 47 people convicted of terrorism and put to death, provoking anger among Shiites and concern in Western nations.
Shiites protested in several Muslim countries and attacked Saudi diplomatic missions in the kingdom's regional rival Iran.
Saudi Arabia and some of its allies cut diplomatic ties with Iran in reaction, triggering a diplomatic crisis and raising sectarian tensions in the region.
Among the 47 put to death were Sunnis convicted of involvement in Al-Qaeda attacks that killed Saudis and foreigners in the kingdom about 12 years ago.
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