Discussions are expected to focus on the sectarian bloodshed in Iraq, the crisis in Lebanon and Tehran's nuclear row with the West.
Ahmadinejad, speaking to reporters before departing from Tehran airport, said Iran is "interested in expanding" its ties with Saudi Arabia.
He said he will discuss with King Abdullah the two countries' cooperation "in the Islamic world and the region."
It is unclear how long Ahmadinejad will stay in the kingdom.
(AFP)