The incident happened on Monday evening when a foreign theatre troupe was performing at the city's King Abdullah Park, with police saying three actors had been wounded in the attack, without giving their nationality.
The foreign ministry in Madrid on Thursday confirmed they were Spanish, but said four of its nationals had been hurt in the attack, footage of which was shown on state television.
Saudi police were not immediately available to comment on the ministry's statement.
They had earlier said two men and a woman were in stable condition, without giving details about the extent of their injuries.
It was the first such attack since the ultra-conservative kingdom began easing decades-old restrictions on entertainment, taking place as the city hosted a two-month arts and entertainment festival, known as "Riyadh Season".
Saudi police have identified the attacker as a 33-year-old Yemeni expatriate but did not give details of his motive.
The attack came as Saudi experiences the biggest cultural shakeup its modern history, with sweeping reforms that have brought in mixed-gender concerts, the reopening of cinemas and ended a decades-long ban on women drivers.
Although the reforms are wildly popular among Saudi Arabia's mainly young population, they risk angering arch-conservatives.
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