http://www.cic.gc.ca/english/information/security/police-cert/mid-east/saudi-arabia.asp
How to obtain a police certificate
Saudi Arabia
Do I need to provide a police certificate when applying for permanent residence?
Yes. However, certificates are available only to current legal residents.
If you need a police certificate, your immigration processing office will give you a request letter. If you have any questions about this, please contact your immigration processing office.
If your application is being processed at the Canadian High Commission in London, you are not required to obtain a police certificate until the London visa office sends you a police certificate request letter with instructions on how to apply.
If you are applying at the Canadian Embassy in Abu Dhabi, UAE, you should submit the police certificate with your application. You can contact the visa office at fax: (971 2) 694-0396 or e-mail: abu-dhabi-im-enquiry@international.gc.ca Please include your immigration file number if you have one.
For applications being processed at any other office, e-mail: riyadh.visa@international.gc.ca or fax: 966-1-488-9657. Please include the file number, the office where you applied and your mailing address.
The police certificate request letter will be sent to you by mail. You must present this letter, along with valid identification and proof of legal residency in Saudi Arabia to the Ministry of Foreign Affairs. If they approve you, you must then apply for the police certificate in person at the relevant police headquarters.