"I am very proud to be a witness of this massive change", Lamya Khaled Nasser, a 32-year-old football fan from Jeddah, told the AFP news agency.
"This event proves that we are heading for a prosperous future".
"This is an historic day in the kingdom which culminates in ongoing fundamental changes, " said Ruwayda Ali Qassem, another fan.
Under his guidance, some aspects of the kingdom's guardianship system - which has aligned the country with a strict form of Sunni Islam known as Wahhabism, and under which a woman must have a male companion with her in public at all times - have become more relaxed.
Friday's match was the first in a series that will be open to women: a second is due to take place on Saturday and a third on January 18. The rest of the country's football grounds will be ready for female fans by the beginning of the next sporting season.
The women showed up in the stadium with their spouses and children to support al-Ahli and al-Batin football clubs. "With you, the scene is complete".
The Saudi Arabian government also plans to allow women to drive, starting in June.
"The general sports authority has provided everything that would create an attractive sports environment for families and provide everything needed to ensure their privacy", the country's sports governing body said in a statement. An all-female team of stewards helped steer them to their seats.
The female spectators, segregated in the "family section" of the stands, stood and cheered when local players scored goals.