Saudi authorities have revealed plans to investigate Thursday after an assailant and a security guard were killed in an exchange of gunfire outside the United States consulate in Jeddah, the gateway city for the massive hajj pilgrimage taking place in Mecca.

Authorities in Jeddah, noted that the gunman and a Nepalese security guard both died after the exchange of fire outside the consulate on Wednesday evening, giving no possible motive for the incident.

The Saudi Press Agency quoted a police spokesman, who stated that a man stopped in a car and got out with a weapon in his hand.

"Security investigations are still underway to ascertain the circumstances" of the incident, the police spokesman said.

The statement added that security forces reacted to the move, which resulted in an exchange of fire that killed the assailant, adding that the Nepalese guard later died of his wounds.

The shooting coincided with the final day of the hajj at nearby Mecca, which had more than 1.6 million foreign pilgrims arriving on planes and boats, as they streamed through coastal Jeddah en route to the rituals.

Meanwhile, the gunman's nationality has not been revealed. US officials said no Americans were hurt and that the consulate had been secured.

"We offer our sincere condolences to the family and loved ones of the deceased local guards member," the State Department said in a statement in Washington.

"The consulate was appropriately locked down and no Americans were harmed in the attack," it said.

The United States was in touch with the kingdom as it started its investigation, the statement added.

The US consulate in the Red Sea city has been the target of previous attacks, including one on July 4, 2016 -- American Independence Day -- when a suicide bomber blew himself up.

In December 2004, the consulate was stormed by suspected Islamist extremists in an attack that left five non-American staff and contractors dead, as well as four gunmen.

That attack, claimed by Al-Qaeda's Saudi branch, was the first on a diplomatic mission in Saudi Arabia but one of a string of bombings and shootings in the kingdom at the time.

In recent times, Jeddah has been a hub of US diplomatic activity as the United States and Saudi Arabia together try to mediate between warring generals in Sudan.

Secretary of State Antony Blinken visited the city earlier this month when he met Crown Prince Mohammed bin Salman, Saudi Arabia's de facto ruler.