(Adds Interior Ministry spokesman says siege ended) By Ebtihaj Nakshbandy JEDDAH, Saudi Arabia, Dec 7 (Reuters) - Gunmen killed two Saudi security personnel on Thursday when they opened fire on a guard post outside a prison in the Red Sea port of Jeddah, the Interior Ministry said. "At 4 p.m. (1300 GMT) one of the guard posts around the Ruwais prison in the governorate of Jeddah came under fire from a nearby building that led to the martyrdom of two security personnel," the ministry said in a statement. Residents said Islamist militants were believed to be held at the prison. Saudi-owned Al Arabiya television quoted a security official as saying security forces arrested two suspects after chasing down a vehicle they used to flee. An Interior Ministry spokesman declined to comment on the arrests but said security forces found no suspects in the building where the gunmen were believed to be holed up. State-owned al-Ikhbariya television said a security officer was wounded in an exchange of fire with the gunmen later in the evening without saying where the incident took place. Saudi Arabia, the world's biggest oil exporter, has been fighting a violent campaign by al Qaeda supporters to overthrow the U.S.-backed monarchy since May 2003, when they launched suicide bombings against Western housing compounds in Riyadh. Security forces brought in helicopters against the gunmen and ambulances ferried the victims from the scene of the gun battle in the city's Ruwais district, Arabiya said. The Interior Ministry spokesman said it was not clear if the gunmen were Islamic militants, adding that the building from which they opened fire was under construction. A witness said scores of security personnel were deployed around the Ruwais area in al-Sharafiya district and around the Ruwais prison after the shootout. "There are many, many police patrol vehicles and vans and ambulances in every alley," the witness said. A resident said police had cordoned off areas where diplomatic missions were located in the city. The kingdom said last week it had detained 136 suspected militants, including a would-be suicide bomber. Interior Minister Prince Nayef bin Abdul-Aziz said on Monday the militants, who included foreigners, were planning a series of suicide bombings and assassinations. (Additional reporting by Souhail Karam in Riyadh)