"Ongoing violence in the capital Riyadh and The_Fleeing_of_King_Salman raises concern #Gunfire_in_Al-Khuzami-neighborhood", Masarir tweeted alongside a video of what appeared to be scenes of unrest.
The Wall Street Journal reported that a toy plane or drone had been shot down after getting too close to the palace.
However, despite the ban, remote-controlled drones are still being imported and operated in the kingdom, due to a loose enforcement of the law.
The personnel at the security point dealt with it according to the instructions in this regard.
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In the wake of the very serious incident, the Ministry of the Interior reiterated that the use of drones is only allowed within special "permitted sites", and only after obtaining a license.
The authorities have begun an inquiry into the circumstances of the drone flight, the Saudi Press Agency said.
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On Saturday, videos posted online purported to show Saudi security forces shooting down the drone near King Salman bin Abdulaziz Al Saud's palace, with heavy gunfire.
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However, a Saudi official told Reuters that the king apparently was not in the palace during this incident.
The 32-year old prince has also overseen a major military shake-up and royal purge as he consolidates power much beyond wielded by previous rulers.
The attacker, who was identified by the interior ministry as Mansour al-Amri, a 28-year-old Saudi national, was armed with a Kalashnikov rifle and three Molotov cocktails.
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