DOHA, Jan 21 (Reuters) - Two suspected militants blew themselves up in a confrontation with security forces in Saudi Arabia's second city of Jeddah early on Saturday, Saudi media reported.

Security officers surrounded a house in Jeddah and exchanged fire with the men who blew themselves up, reported Sabq, a news website affiliated with the monarchy's Interior Ministry.

UAE-based Sky News Arabia, citing its correspondent, reported a similar incident.

There was no immediate comment from the Saudi interior ministry.

(Reporting by Tom Finn; Editing by Toby Chopra) ((Tom.Finn@thomsonreuters.com;))