People have been advised not to leave their homes or buildings until the danger has passed. They have also been asked to stay away from open areas, windows and glass, and avoid standing on balconies or rooftops.
Those outdoors have been advised to enter the nearest building or take shelter behind a solid barrier. The instructions also ask people to avoid crowds and dangerous areas and refrain from taking photographs.
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People who receive an alert while driving have been advised to pull over to the side of the road, away from bridges and high-rise buildings.
In case of any threat or danger, people can call emergency number 911 in the regions of Makkah, Madinah, Riyadh and the Eastern Province, and 998 in the rest of Saudi Arabia.
The Saudi authorities have also asked people to follow instructions issued by the competent authorities through official channels.
The directives come amid heightened security concerns following drone and missile attacks by Yemen's Houthi rebels on Saudi Arabia, including a deadly strike on Riyadh's King Khalid International Airport on October 10.
The attack killed an Indian national and injured several others, prompting the Indian Embassy to reiterate its safety advisory.
The Embassy's latest advisory follows an earlier appeal to Indian nationals, issued immediately after the October 10 strike, to follow local authorities' instructions, stay indoors in the event of an aerial attack and refrain from filming, publishing or sharing information, photographs or videos related to the ongoing events.
(With inputs from PTI)