Prince Saud's body was flown home from the United States on Saturday afternoon for funeral prayers and burial.
His funeral was held after evening prayers in Makkah in the presence of regional dignitaries led by the Emir of Kuwait, Sheikh Sabah al-Ahmed Jaber al-Sabah.
A statement from the royal court on Thursday said Prince Saud, who was born in 1940, had died in the United States, without giving the cause of death.
Prince Saud was one of the highest profile members of the kingdom's ruling elite before stepping down in April for health reasons.
He oversaw Saudi Arabia's emergence as a major diplomatic player, facing successive regional crises and maintaining a focus on relations with the West.
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