In its latest travel advisory for Saudi Arabia, Australia's foreign ministry said there also remained a "very high" threat of terror attack against a range of targets, including those frequented by foreigners. Cyber activists have called for a "Day of Rage" in Saudi Arabia on Friday.
"The authorities have issued a statement reminding people that all such demonstrations are illegal under Saudi law," the travel advisory said.
"You should avoid all protests as they may turn violent."
On Thursday, Saudi police shot and wounded three Shiite protesters in the oil rich Eastern Province while trying to disperse a protest calling for the release of prisoners, a witness told AFP.
On Facebook, activists calling for a "Day of Rage" on Friday and a "Saudi revolution" to begin on March 20, have urged political and economic reforms, jobs, freedom and women's rights.