After attending the closing ceremony, Hasina will fly out for the Commonwealth Heads of Government Meeting (CHOGM) London 2018 on Monday evening local time.
Hasina is scheduled to return to Dhaka on Apr 23.
The prime minister left Dhaka in a Biman Bangladesh Airlines flight bound for Dammam from Shahjalal International Airport at 4:45pm BdST on Sunday.
The plane reached King Fahd International Airport at 7:45pm local time.
Members of her cabinet, the diplomatic corps and top officials saw her off.
Hasina will watch the 24-country joint military operation ‘Gulf Shield – 1’ before attending the closing ceremony.
She is in Saudi Arabia at the invitation of King Salman Bin Abdulaziz.
Bangladesh is participating in the military operation that began in the western region of the Gulf kingdom on Mar 18.
The military operation is the largest in the region in terms of participating countries and equipment and ammunition used.
Bangladesh previously signed a military alliance with a Saudi-led coalition.
“Bangladesh and Saudi Arabia’s cooperation has expanded from the religious, political, economic and cultural sector to the military one,” Foreign Minister AH Mahmood Ali said at a news conference.