"Seven detainees at Malaz prison in Riyadh, held in connection with security cases, were able to leave the detention centre," state news agency SPA quoted an Interior Ministry statement as saying.
It did not say when they escaped.
Saudi-owned al-Arabiya television said the seven were linked to al-Qaeda. Saudi officials could not be immediately be reached for comment.
Saudi Arabia has been battling with al-Qaeda fighters bent on toppling the pro-US monarchy and expelling foreign troops from the birthplace of Islam.
The interior ministry said: "If they [the escapees] do not return to the detention centre, they will not be eligible for the amnesty granted by the king and will become wanted by security forces."
Last month King Abdullah renewed an amnesty he first offered two years ago to repentant Islamist opponents.
The kingdom has said that 42 suspected Islamist fighters have been arrested in country-wide raids in recent months.