Thirty-five foreigners were killed and four others injured when a bus collided with another heavy vehicle, Saudi state media reported on Thursday.

The accident on Wednesday involved a collision between "a private chartered bus... with a heavy vehicle (loader)" near the western Saudi Arabian city, a spokesman for Medina police said, according to the official Saudi Press Agency.

Those involved were Arab and Asian pilgrims, according to local media, who carried pictures of the bus engulfed in flames and with its windows blown out.

The injured have been transferred to Al-Hamna Hospital, SPA added, and authorities have launched an investigation.