In a BBC interview prior to his arrival, the king said his country had given Britain information which could have prevented the 2005 London suicide bombings, in which 52 innocent people died, but the authorities had failed to act on it.
The king, the first Saudi monarch to visit Britain in 20 years, will be met by heir to the throne Prince Charles and will stay in the capital at Buckingham Palace, Queen Elizabeth II’s official residence.
His visit has already stirred up criticism from politicians and protestors citing human rights abuses and corruption in Saudi Arabia.
Asked about the terrorist threat, the king told the BBC through an interpreter: "I believe most countries are not taking this issue too seriously including, unfortunately, Great Britain.
"We have sent information to Great Britain before the terrorist attacks in Britain but unfortunately no action was taken. And it may have been able to maybe avert the tragedy."
He said that Al-Qaeda had not been defeated in Saudi Arabia, adding: "I believe strongly… that it will take 20 to 30 years to defeat the scourge of terrorism with vigilant effort.
"I strongly urge all countries in the world including Great Britain to take the matter of fighting terrorism very, very seriously and to combat terrorism day and night with robustness and vigilance."
In a list of "facts behind the myths" about the London attacks on its website, British domestic security service MI5 says it had received "no prior warning".
While the Saudis did provide information about a possible attack in Britain, this was "materially different" from the London bombings, it adds.
Vincent Cable, the acting leader of the centre-left Liberal Democrats, has taken the rare step of boycotting the visit in protest over human rights and an allegedly fraudulent arms deal.
The Serious Fraud Office last year investigated British Aerospace (BAE) Systems’ 43-billion-pound Al-Yamamah deal in 1985, which provided Hawk and Tornado jets plus other military equipment to Saudi Arabia.
But the investigation was shelved by the government last December in a move supported by then prime minister Tony Blair amid concerns over Britain’s national interest.
BAE Systems is alleged to have set up a 60-million-pound "slush fund" for members of the Saudi royal family to secure business, and made illegal payments to those involved in its deals. BAE strenuously denies the charges.
Cable will not be attending the state banquet at Buckingham Palace and other major events to which opposition leaders are usually invited.
"In my opinion, it is quite wrong for the British government to have proposed a state visit at this time," Cable wrote in a letter to the Saudi ambassador.
On Wednesday, protestors were due to stage a mass human rights demonstration outside the Saudi embassy in London supported by figures including senior governing Labour Party MP John McDonnell.
"The British people will be aghast at the government entertaining on a state visit one of the most prominent anti-democratic and human rights abusing leaders in the world," he said.
Kate Allen, country director of Amnesty International, said Prime Minister Gordon Brown should tell the king that "reforms need to come and they need to come quickly" when they meet later this week.
A spokeswoman for Brown’s Downing Street office said he would "raise issues he believes to be appropriate" with the king.
"The government has, where necessary, raised concerns we have regarding human rights but equally we are recognising that there have been developments under way," she added.
The king is also set to visit Italy, Germany and Turkey after a three-day stay in London.
