Abdul Rahman bin Laden said that he had been unaware whether his relatives were alive until Eman contacted him a month ago. He then told her to go to the Saudi embassy.
'Other people's disputes'
He told Al Jazeera that he was concerned for his sister's health and he called on Tehran to release his relatives.
He also called for the Saudi government to ensure his sister's departure from the country.
Hussein Shobokshi, a columnist for the Saudi-owned newspaper Asharq Alawsat, told Al Jazeera that the discovery Iran was holding members of bin Laden's family was consistent with reports "that Iran has been able to infiltrate al-Qaeda operations".
"They have been hosting key figures in the leadership structure of al-Qaeda for some time and they have been co-operating visibly with them in Iraq, Yemen and Somalia amongst other places," he said.
But Abdul Rahman bin Laden cited poor relations between Saudi Arabia and Iran for the reason no agreement had been reached over freeing his relatives.
"My siblings are innocent and have nothing to do with other people's disputes with our father," he said.
Abdul Rahman bin Laden and his siblings are the children of the al-Qaeda leader's first wife.