Consular services had initially been suspended on Sunday and Monday but the closure will continue for an extra day, a notice on the embassy website said.
"Due to heightened security concerns at US diplomatic facilities in Saudi Arabia, consular services will continue to be cancelled at the US embassy in Riyadh and consulates general in Jeddah and Dhahran on Tuesday," it said.
Officials have not elaborated.
"We found it advisable not to open to the public because of our security concerns," embassy press officer Johann Schmonsees told AFP.
A separate caution on Friday warned that Western oil workers risked being attacked or kidnapped by "terrorist" groups.
Saudi Arabia has taken part in US-led air strikes that began in September against the Islamic State jihadist group in Syria, raising concerns about possible retaliation in the kingdom.
Westerners have been attacked in Saudi Arabia four times since October.
In the latest incident, two American employees of US defence contractor Vinnell Arabia came under fire in the country's east on January 30, wounding one.
That was the first deadly attack on Westerners in Saudi Arabia since Al-Qaeda's 2003-2007 campaign of bombings and shootings that killed American expatriate workers and other Westerners along with Saudi security officers.
In November, a Dane was shot and wounded in Riyadh when he was fired on from a car. Security officers arrested three Saudis who allegedly acted "in support of" IS.
A week after the Dane's shooting, someone stabbed and wounded a Canadian on Saudi Arabia's Gulf coast.
The interior ministry confirmed a "terrorist" link only in the Dane's case.
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