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Bangladeshi policemen and officials from the Royal Embassy of Saudi Arabia inspect the area where a Saudi Arabian diplomat was shot dead in Dhaka on March 6, 2012. Police found Khalaf Al Ali's body at an intersection just two buildings away from his residence in the city's upmarket Gulshan district and rushed him to a hospital where he died three hours later, Lutful Kabir said. Image Credit: AFP

Dhaka, Bangladesh A Saudi Arabian diplomat was shot in the chest and died in the Bangladesh capital in the early hours of Tuesday, the deputy commissioner of Dhaka police said.

Police found Khalaf Al Ali's body at an intersection just two buildings away from his residence in the city's upmarket Gulshan district and rushed him to a hospital where he died three hours later, Lutful Kabir said.

"He was hit by a bullet in the left chest," he said, adding that the 45-year-old was the head of Saudi citizen affairs at the Royal Embassy of Saudi Arabia in Bangladesh.

The police didn't give any indication of who might have been behind the attack.

The embassy confirmed the death, but wouldn't give further details.

Saudi Arabia is a key ally of and a major donor to Bangladesh.

Last October there were fresh strains after Saudi authorities executed eight Bangladeshi workers in public for their alleged involvement in an armed robbery in which an Egyptian security guard was killed.

Dhaka criticised the beheadings as did the United Nations.

More than two million Bangladeshis work in the ultra-conservative Muslim kingdom, accounting for a quarter of the country's total overseas population.