Cheered on by a packed and vociferous home stadium, Palestine frustrated their more prestigious guests and came close multiple times, but neither side were ultimately able to make the breakthrough. With significant excitement over the match, all tickets at the 8,000 stadium were given away free on the day, with thousands in often disorderly queues to get in.
Hundreds of others watched from windows or roofs of buildings overlooking the stadium, which is only a few metres from the Israeli barrier that cuts off the West Bank from Jerusalem.
Arab clubs and national teams have historically refused to play in the Palestinian territory - occupied by the Jewish state since 1967 - as it requires obtaining entry permits from Israel, a country most of them do not recognise.
The game marked a change in policy for the kingdom, which has previously played matches against Palestine in third countries, in line with a decades-long Arab boycott of Israel.
However, in recent years, common concerns over Iran are widely seen as having brought the Gulf powerhouse and Israel - both staunch US allies - closer together.
The Palestinian football association described the Saudi team's arrival in the Palestinian territories as a "win-win" situation.
Critics see it as a step toward normalisation with Israel, and Lebanon, Syria and Egypt still refuse to play in the Palestinian territories. But other countries such as Bahrain, Morocco, the United Arab Emirates and Oman have sent their clubs and teams to play in the West Bank.
At the stadium, large Palestinian and Saudi flags had been erected on the building behind it.
"God, Palestine and Jerusalem is Arab," the fans chanted, with the stadium only a few miles from the holy city.
There were no Saudi fans at the stadium but pictures of Saudi King Salman and Crown Prince Mohammed Bin Salman were erected alongside Palestinian leader Mahmud Abbas and his predecessor Yasser Arafat.
The Saudis could have scored as well in the first half but Yahya Al-Shehri's strike was well saved.
In a second half short of chances, Palestinian substitute Khaled Salem flicked a shot over the bar in the final minutes.