Previously, women caught inside a stadium were arrested.
Lamya Khaled Nasser, a 32-year-old from Jeddah, told Agence France-Press she was proud and looking forward to the match.
A Saudi private company on Thursday opened the first auto showroom for women only just five months before a decision allowing females to drive takes effect.
To prepare for the change, the kingdom has designated "family sections" in the stands for women.
"I came with my father and my brother - we're fans of Al-Ahli", said university student Areej al-Ghamdi, adding that she had always cheered the club from home."This is the first time we'll be cheering for real, not just in front of the television", she told the Agence France-Presse.
Ruwayda Ali Qassem, another Jeddah resident, said Friday was a "historic day in the kingdom which culminates [in] ongoing fundamental changes".
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Swick, who grew up in Maryland and has been living in Saudi Arabia for the past nine years, has attended football games in the USA and soccer matches in France, but said she was impressed with how organized Friday night's match was.
Saudi Arabia's Crown Prince Mohammed bin Salman is seen as the driving force behind the loosened restrictions on women. "With you, the scene is complete".
The move to open up stadiums to women for the first time was announced last October.
The Saudi General Sports Authority made a statement that it is ready to make all the compulsory preparations to generate an attractive sports ambiance for families and to make sure their privacy.
Ahead of the game on Friday, clubs took to Twitter to encourage women to attend, with some even offering the traditional abaya robe in team colors.
Al-Ahl beat their opponents 5-0 in the Saudi Professional League clash.