The new measure comes after Riyadh, long known for imposing harsh restrictions on women, announced it was lifting a ban prohibiting them from driving, as well as reopening cinemas.
Women supporters, all wearing the traditional black abaya robe, arrived well ahead of kick-off in the Jeddah stadium, some in sunglasses and others with loose-fitting veils.
The Islamic kingdom has announced a series of reforms initiated by powerful Crown Prince Mohammed bin Salman since last year.
The first football match women are being allowed to attend is a clash between Saudi Premier League clubs Al-Ahli and Al-Batin in the Red Sea city of Jeddah.
Alone or accompanied by their families, many women sat in reserved seats in Jeddah’s Pearl stadium.
The game was scheduled to kick off at 8:00 pm (1700 GMT), but enthusiasm for the historic encounter began well before the kick-off.