It was the first such assault since the ultra-conservative kingdom began easing restrictions on entertainment. Last week, Al-Ekhbariya said the attacker took orders from an Al-Qaeda leader in Yemen, but so far there has been no claim of responsibility from the group. Al-Ekhbariya did not offer any details on his alleged accomplice.
Saudi Arabia is leading a military coalition supporting the Yemeni government against the Iran-backed Huthi rebels and has also been involved in the fight against Al-Qaeda. Al-Qaeda in the Arabian Peninsula (AQAP), which is active in Yemen, is considered by the United States as the radical group's most dangerous branch.
Observers also point at burbling resentment among arch-conservatives in the kingdom over the government's multi-billion dollar entertainment push as it seeks to lure foreign tourists and diversify its economy away from oil.
De facto ruler Crown Prince Mohammed bin Salman has pursued sweeping social reforms that mark the biggest cultural shakeup in the kingdom's modern history, allowing mixed-gender concerts and the reopening of cinemas.
Although the reforms are wildly popular among Saudi Arabia's mainly young population, they risk angering religious hardliners in the deeply conservative nation. Earlier this year, campaigners reported the arrest of religious scholar Omar al-Muqbil after he criticised the General Entertainment Authority (GEA) for "erasing Saudi society's original identity".
The reforms come as the OPEC kingpin, hit hard by low oil prices, seeks to boost domestic spending and diversify its economy. Saudis currently splurge billions of dollars annually to see films and visit amusement parks in neighbouring tourist hubs like Dubai and Bahrain.