The witnesses said the men were executed in Abha by firing squad, not beheaded as is custom, the BBC reported.
The men were sentenced to die in 2009 after being found guilty of organizing a criminal group, armed robbery and breaking into jewelry stores.
On Tuesday, U.N. independent experts urged Saudi officials not to carry out the death sentences, expressing concerns about allegations that the charges against the men were made up and that the trials were unfair.
Saudi Arabia's Interior Ministry said in a statement by the official SPA news agency Wednesday didn't say how the men were executed, only that the death sentences were "implemented."
The men were killed "as a punishment to them and to deter others," the Interior Ministry statement said.