Prime Minister Najib Abdul Razak has condemned the terror attacks in Saudi Arabia, including outside the Prophet's Mosque in Medina, the second-holiest site in Islam.

Taking to Twitter, he stressed that such actions violate the teachings of Islam.

"We condemn such vile acts especially within the Prophet's Mosque's vicinity in the holy city of Medina. This is not Islam," he said.

Earlier, the prime minister tweeted that he was shocked to receive news on the latest attacks.

"This morning, I am again shocked to receive alerts on bombings rocking three cities across Saudi Arabia," he said.

Malaysia has also experienced its first IS terror attack, with police confirming that a hand grenade which exploded in a nightclub in Puchong was linked to the group.

The explosion left eight people injured.

In Saudi Arabia, at least four security officers were killed in an apparently coordinated campaign of attacks.

The explosions targeting US diplomats, Shiah worshipers and a security headquarters at a mosque in the holy city of Medina followed days of mass killings claimed by the Islamic State group in Turkey, Bangladesh and Iraq.

In Indonesia, a police officer was killed when a suicide bomber blew himself up at a police station in Solo of Central Java this morning.

The blast took place just after the bomber entered the gate of the police station.

Riding a motorcycle, the bomber detonated the low-explosive bomb just after a police officer tried to stop him.