AIRO, Sunday, Nov. 9 — Saudi Arabia's capital, Riyadh, was rocked by a huge explosion just before midnight Saturday in what the country's Interior Ministry described as a terrorist attack against a residential compound.

The interior ministry reported that 11 people were killed in the attack.

The explosion occurred on a day that the American Embassy and other United States diplomatic facilities were closed because of warnings about just such an attack, Saudi officials and Western diplomats said.

The blast was set off at the B2 residential compound in the Nakheel neighborhood in the western part of the city, diplomats said. The attackers used a stolen police jeep packed with explosives to enter the compound.

The Saudi Interior Ministry issued a one-paragraph statement, carried by the official Saudi Press Agency, saying the explosion was a terrorist attack on Muhaya compound.

The force of the blast could be heard across the sprawling capital, and Riyadh residents who lived miles away said they had felt their buildings shake. The explosion shattered windows throughout the walled compound, which housed mostly Arab residents as well as some Westerners, according to officials and witnesses.

One American was hospitalized after the blast and a second remained unaccounted for, said Carol Kalin, a spokeswoman for the United States Embassy. She said "a handful" of Americans lived in the compound.

Ms. Kalin said that the embassy would remain closed until further notice and that American diplomats were staying within the diplomatic quarter.

Three suicide attacks against similar residential compounds in May, which Saudi Arabia said were carried out by Al Qaeda, killed 25 residents, including 8 Americans, as well as 9 suicide bombers.

In their desire to drive all Western influence out of the Arabian peninsula, the militants are believed to include as targets any Arabs and Muslims who maintain the same kind of relaxed ways of life as their Western counterparts behind the high walls of such compounds.

Pictures broadcast from the scene showed smoke and flames still erupting from several shattered residences two hours after the attack, the flames outlining palm trees in the otherwise dark night.

Witnesses who live in the compound told Al Arabiya by telephone that there were scores of wounded and an unknown number of dead. The station broadcast live pictures from inside an unidentified hospital of a number of bloodied men, women and children being treated for wounds.

The American Embassy, situated three miles away from the attack site in the heavily protected diplomatic quarter, issued a warning on Friday about an imminent terrorist attack and was closed to the public on Saturday. The United States Consulates on opposite coasts in Dhahran and Jidda were also closed.

The United States and the British and Australian governments had issued travel advisories at the beginning of the holy month of Ramadan, two weeks ago, warning of a possible terrorist attack. The American Embassy's warning told American citizens to be on alert during a month when some might try to exploit the period of heightened religious awareness to strike.

Ms. Kalin, the embassy spokeswoman, said all embassy personnel were accounted for immediately after the attack.

"I heard a blast and saw a light; others were woken up by the blast," said Ms. Kalin, who was in the diplomatic quarter, a walled enclave where virtually all embassies are situated.

The spokeswoman said the embassy and consulates had been closed Saturday because "there were threats that had gone beyond planning to an operational stage."

"They were threatening enough that we decided to close our facilities to the public," she said. "We also warned that Americans should use extreme vigilance at any location perceived to be Western or American."

Hanadi al-Ghandaki, described by Al Arabiya as the manager of the compound, said it had some 200 residential villas, virtually all occupied by Saudis, Lebanese or other Arabs. She said residents included a family from France, two from Germany and one from England.

Several helicopters with powerful searchlight beams hovered over the stricken area on Sunday morning, aiding the search for survivors.

"We heard a very strong explosion, and we saw the fire," Bassem al-Hourani, another man identified as a resident by Al Arabiya, said by telephone.

"I heard screams of the children and women," he said. "I don't know what happened to my friends, if anybody was injured. All the glass in my house were shattered."