The women were detained during a protest in a mall in Buraydah, about 380 kilometers (236 miles) northwest of the capital, on Friday.
The detainees were family members of Saudi political prisoner Saleh al-Moteq.
The protesters were calling for the release of political prisoners in the kingdom.
Saudi Arabia has been the scene of demonstrations against Al Saud family since February 2011. Protesters demand the release of all political prisoners, freedom of expression and assembly, and an end to economic and religious discrimination against the eastern region.
The demonstrations, however, have turned into calls for the downfall of the Al Saud regime. The calls were further fueled by the November 2011 killing of peaceful protesters in the Eastern Province.
In March 2011, the Saudi Interior Ministry issued a statement prohibiting "all forms of demonstrations, marches or protests, and calls for them."
The Human Rights Watch says the Saudi regime "routinely represses expression critical of the government."
