Security authorities said that weapons and explosives stored at a house and a farm were seized, but did not say where the raid or the arrests last week were carried out.
"Competent authorities at the presidency thwarted a terrorist cell... whose elements received military and field training on how to make explosives, at the Revolutionary Guard's sites in Iran," the State Security Presidency said in a statement late Monday.
"Security investigations revealed the elements' identities as well as two sites used by the elements to store weapons and explosives," said the statement carried on official media.
It said that among the items seized were improvised explosive devices (IEDs), dozens of stun guns, kilos of gunpowder and a variety of rifles and pistols.
It said that among the 10 people detained, whose identities were being kept under wraps, three had undergone training in Iran.
"The competent authorities are investigating all elements arrested to find out more information about their activities and the persons connected to them in the kingdom and abroad," it said.
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Relations between Riyadh and Tehran have been tense for several years.
Saudi Arabia cut diplomatic relations with Iran following 2016 attacks by demonstrators on its missions in Iran after the kingdom executed revered Shia cleric Sheikh Nimr al-Nimr.
Tensions escalated last year over a series of attacks on tankers in the Gulf, which Washington blamed on Tehran.
Saudi Arabia also accuses Iran of providing military support to the Houthi rebels in Yemen, a charge which Tehran denies.
Riyadh and its allies have been fighting the rebels since March 2015.
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