Wajiha al-Huweidar, 45, said she was arrested after walking across the causeway carrying a placard urging King Abdullah, ruler of Saudi Arabia, to grant more rights to women in the conservative kingdom.
"A year after his [King Abdullah's] enthronement and after promising us more rights, the picture on women's rights remains very opaque," Huweidar, an educational analyst and writer, told Reuters news agency.
"I'm not alone in this - a lot of women in the country aspire for more rights."
Al-Huweidar, who lives in the eastern Saudi city of Dhahran but commutes to work in Bahrain, said she was interrogated for several hours by police and asked to bring along a male guardian because the authorities "don't recognise that a woman can take responsibility for her actions".
She said her brother later signed a pledge agreeing that she would not repeat her actions.
Saudi Arabia is one of the most restrictive places in the world for women, where they cannot drive cars and must be accompanied in public by male relatives, as well as cover themselves up in black cloaks.
King Abdullah has said the promotion of women in society is a priority for economic development, but has cautioned that any changes to Saudi Arabia's largely patriarchal society will be in line with the kingdom's Islamic principles.