The exercise called "Gulf Shield" is based in the eastern part of the country.
Saturday's drill involved fighter jets and landing ships. Soldiers practiced landings and descending from helicopters.
The United States and Britain, which provide fighter jets and missile systems to Saudi Arabia, participated, as did more than 20 other countries in the Middle-East, Asia and Africa.
A Saudi military spokesperson claimed the drill is not politically motivated. He said it aims to deepen cooperation among participating countries, so that they can fight terror organizations and other threats in the Middle East.