Khalaf al-Ali, 45, the head of Saudi citizen affairs at the embassy in Dhaka, was shot while taking a late-night walk near his home in the city's Gulshan area. He was rushed to a local hospital where he died three hours later.

Deputy commissioner of police Nazrul Islam said they had arrested four men, aged between 22 to 25, and recovered the pistol allegedly used to shoot Ali as well as a car used by the accused.

"We have learned from the detainees that they were out to mug someone that night and encountered Ali. At one stage in the scuffle, a bullet fired from a mugger's pistol hit Khalaf al-Ali in the chest," Islam told AFP.

The diplomat had been living alone in a rented apartment in Gulshan for several years.