The championship, which began on Wednesday and ends on January 19, is being held at the Prince Saud bin Jalawi Stadium in Al Khobar, in the Eastern Region.
Saudi Arabia defeated Mauritius 1-0 in the opening match while Pakistan beat the Comoros 1-0.
“The hosting of this tournament in Saudi Arabia marks a milestone moment not just for women’s football and the growth of the game in the kingdom, but for football itself,” said Lamia Bahaian, supervisor of the women’s football department at the Saudi Arabia Football Association.
“It is an event that can play a big role in inspiring millions of young girls across the country and the Asian continent to become involved in the beautiful game.”
Hosting the tournament is one of the department's goals as it pushes to develop the women's first team, which was launched last year.
Last week, Anoud Al Asmari made history by becoming the first Saudi female referee to be accredited by Fifa.