"I can't believe it," he said, mopping the perspiration from his face.
We'd just stepped out of one of his hot, monstrous-looking armored personnel carriers at the end of an hour-long tour of arguably Saudi Arabia's most dangerous town, Awamia.
"Normally we are attacked all the time," the colonel told me.
It had taken a lot of persuasion to get into to this tiny Shia town, which sits above the Kingdom's vast oil wealth in the east.
Our normally desk-bound government escorts from the Ministry of Information in Riyadh were visibly shaken by the idea they might have to accompany us.
They clearly thought we must have a death wish.
Both they and Ministry of Interior officials warned us it was too dangerous and initially refused when we said we wanted to go there, suggesting other, quieter Shia towns nearby.
We visited those too -- and apart from the religious flags that flutter from a few rooftops, they look and feel much like the rest of this vast country.
We toured poorer neighborhoods and those with plush looking villas, fancy cars, palm-lined streets and talked to Shia residents and a Shia mayor. None was complimentary about Awamia.
Yet now, after the long debate about access to Awamia -- with the Riyadh officials finally relenting, but only on their terms, that we ride in the heavily armored police trucks -- here was the colonel begging us to come back the next day.
It was a total reversal of roles. Now we wanted to leave and he wanted us to stay.
He couldn't believe we weren't shot at; if we stuck around we'd see the firepower they face every day, bullets that have killed his officers.
When I met a few hours later with the brother of the executed Shia cleric, he and his translator had wry smiles on their faces. They weren't surprised at all, they said.
A town 'misrepresented'
We'd called al-Nimr's brother earlier in the day asking if he would talk to us. He knew we were coming -- and so did the rest of the town. Indeed within minutes of our arrival, a video was posted online that police believed was of our convoy.
Al-Nimr told me one of his brothers had even driven by and flipped a victory sign at us. I'd seen the same man smiling broadly as he drove slowly by while we filmed at a checkpoint.
But beneath the smiles and bonhomie, al-Nimr's brother bristles at the fact government minders insisted we travel in an armored convoy.
He called it an insult, saying that it misrepresents the town, creating the impression of conflict.
He's not just angry about that and every armored police patrol that enters the town, he's angry that his brother's body lies in a grave in an unknown place. Despite al-Nimr's execution a few days before, he told us the remains were never returned to family.
His translator said tensions in the town go back to 1996 and land disputes between townspeople and Aramco, the state-owned oil company.
Government officials point to 2006 when residents took to the streets in support of Hezbollah as Israel attacked them in Lebanon.
Each side has its own narrative -- but what is clear is the sectarian divide between this town and the country's ruling Sunni elite is growing.
The executed cleric's brother says the solution needs to be political but what we saw in Awamia has gone way past that already.
As we entered the town, the huge armored trucks sway and bounce over the physical manifestation of that divide.
A big mechanical digger blocked half the road where it was being used to gouge a trench to cut the town off from government control.
At the other end of town another trench had been cut in the road. A police officer with us said his first job that morning had been to fill it in, reconnecting this apparently recalcitrant community to the rest of the country.
Of course not being allowed to walk the streets can skew your picture of life in this hamlet. But what we saw confirms the polarizing and corrosive disconnect the Kingdom has with a small -- but vocal and growing -- number of its population.
This view was only reinforced a few hours after we left Awamia and got reports of heavy gunfire and loud explosions. The police colonel may well have been right: had we stuck around, we'd have seen what has them all so worried.