The Pentagon confirmed that while O'Reilly was in the region last week, he did not attend a missile launch.
Robert Gates, the US defence secretary, discussed strengthening Saudi air and missile defence capabilities during a visit to the kingdom in March.
This was part of a broader US effort to boost security in the Gulf in the face of Iran's expanding arsenal of ballistic missiles.
Iran's missile programme, like its nuclear work, is of major concern to the US and certain Arab states wary of Tehran's growing influence in the region.
The US has promised to speed up weapons sales, including missile-defence hardware, to Saudi Arabia and other Gulf nations, which have bought billions of dollars worth of American weapons in recent years.
They are trying to reassure Gulf allies by buttressing its defence systems with upgraded Patriot missiles on land and more US navy ships in the Gulf, capable of destroying missiles in flight.
The Patriot missile systems, which originally were deployed in the region to shoot down aircraft, have now been upgraded to hit missiles in flight.
Prince Khaled bin Sultan, the Saudi deputy defence minister, said on Monday that Saudi and US warplanes would carry out joint training exercises.