Some 8,000 Indonesians gathered outside the consulate in Jeddah trying to sort out their papers as illegal foreign workers in the kingdom face a deadline to regularise their position or leave.
"Some of them lit a fire near the walls of the consulate seeking to enter by force, but leading to the death of a woman," the source said.
Before the fire, rocks and stones were thrown at the consulate by the Indonesian workers frustrated by long waits to get their cases dealt with.
The action was "limited to the walls of the compound and did not touch the offices," said the consular source.
Police confirmed only that a fire had left some people injured, without mentioning any fatality.
"The fire has been brought under control," a police source said.
Some 180,000 illegal foreign workers have left Saudi Arabia since April 1 under an amnesty that allows them to try to sort out their papers or leave without paying a penalty, a newspaper report said on Sunday.
This wave brings to 380,000 the number of foreign workers who have left Saudi Arabia since the beginning of the year.
Workers without proper papers are becoming increasingly concerned as violators of the immigration rules in the oil-rich kingdom will face penalties when the amnesty period ends on July 3, with punishment including imprisonment up to two years, and fines up to 100,000 riyals ($27,000).
According to official statistics, eight million expatriates work in the kingdom. Economists say there are another two million unregistered foreign workers.
Saudi Arabia is aiming to create job opportunities for its own unemployed by cutting the number of foreign workers, although many of those are in low-paid jobs that Saudis would not accept.
The world's largest oil exporter is a goldmine for millions of people from poor Asian and Arab countries that are reeling under high levels of unemployment.