The interior ministry published the appeal in the press along with a free 990 telephone service to call to enable the security services to "help to find them".
The ministry said the campaign was a result of "government concern to protect Saudi citizens against suspect groups who try to drag people into criminal activity."
The government also wanted "to uphold security in the society and the nation."
Numerous young Saudis have disappeared in recent years to join various Islamist causes from Afghanistan to Chechnya, although many also go to tourist hotspots in Asia without informing their conservative Muslim families.
Hundreds of suspects have been arrested in the kingdom on suspicion of links with armed opposition groups since the May bombings of expatriate housing compounds in the capital, Riyadh, which left 35 people dead, including several attackers.
The bombings galvanised the government into a concerted hunt for members of the armed groups, believed to be linked to Usama bin Ladin, the Saudi-born leader of al-Qaida believed to have masterminded the 11 September attacks.
Fifteen of the 19 involved in the attacks are alleged to have been Saudis.