China says it faces a growing threat from terrorism as its global footprint expands, as well as its diplomatic involvement in Middle Eastern affairs.
Members of each side's Special Forces took part in a fortnight of training focusing on combat skills and tactics near China's southwestern city of Chongqing.
"This joint anti-terrorism training is directed at raising the two militaries' ability to combat terrorism and non-traditional security threats," the state-run People's Liberation Army Daily reported.
President Xi Jinping visited Saudi Arabia early this year, vowing to expand security cooperation and oppose terrorism.
Meanwhile, Saudi Arabia is increasingly turning to China to source weapons after the kingdom's combat violations in Yemen have brought its Western arms deals under greater scrutiny.
Chinese officials have long been concerned that instability in Afghanistan will spill over into China's western region of Xinjiang, home to the Muslim Uighur people.
Hundreds of people have died there in recent years in unrest the government blames on militant separatists.
Authorities in bordering Kyrgyzstan said a suicide bomb attack on the Chinese embassy in the Kyrgyz capital in August was ordered by Uighur militants active in Syria.
Many Uighurs have fled the unrest to Turkey. China says some of them then end up joining militants in Iraq and Syria.
In the face of such threats, China in August set up an anti-terrorism alliance with neighbours Pakistan, Afghanistan and Tajikistan, which all border Xinjiang.