Sources told a correspondent for Britain's Financial Times there are already 5,000 members undergoing training from the U.S. defense group Lockheed Martin. (NYSE:LMT)

Saudi officials reportedly made the move in response to fears of al-Qaida attacks for Riyadh's alliance with Washington and also out of concern for mounting tensions between Iran and the United States, the report said.

Saudi Arabia is the world’s biggest oil exporter and has 25 percent of the world’s proven oil reserves. It has more than 80 oil and gas fields and an estimated 11,000 miles of pipeline.

The 5,000 agents being trained are employed by Aramco, the state oil company and will be joined by some 30,000 others in the next two years, the report said.

Terrorists have staged several attacks on the Saudi oil infrastructure but failed to cause major disruption of oil shipments, the newspaper said.