The bomber may have been headed in a car towards a nearby mosque when he was confronted by security guards. He exited the car and blew himself up, injuring two of the guards. No other casualties were reported.
A gruesome photograph shows what's left of the attacker's body.
The Jeddah consulate was the scene of a 2004 attack where gunmen breached the compound, killing nine - six of them foreign staff of the consulate.
Below is an ABC video report of the 2004 attack.