Currently there are no direct flights Copenhagen to Saudi Arabia.

Flights Copenhagen to Saudi Arabia with 1 stopover:

Flights via Cairo (CAI), Egypt
From Copenhagen (CPH), Denmark with EgyptAir Transfer at Cairo (CAI), Egypt Then on to Abha (AHB), Saudi Arabia with EgyptAir
OR
Then on to Dammam (DMM), Saudi Arabia with EgyptAir
OR
Then on to Jeddah (JED), Saudi Arabia with EgyptAir
OR
Then on to Madinah (MED), Saudi Arabia with EgyptAir
OR
Then on to Riyadh (RUH), Saudi Arabia with EgyptAir
Flights via Dubai (DXB), UAE
From Copenhagen (CPH), Denmark with Emirates Transfer at Dubai (DXB), UAE Then on to Dammam  w(DMM), Saudi Arabia with Emirates
OR
Then on to Jeddah (JED), Saudi Arabia with Emirates ORThen on to Madinah (MED), Saudi Arabia with Emirates
OR
Then on to Riyadh (RUH), Saudi Arabia with Emirates
Flights via Amsterdam (AMS). Netherlands
From Copenhagen (CPH), Denmark with KLM Transfer at Amsterdam (AMS). Netherlands Then on to Dammam (DMM), Saudi Arabia with KLM
Flights via Doha (DOH), Qatar
From Copenhagen (CPH), Denmark with Qatar Airways Transfer at Doha (DOH), Qatar Then on to Dammam (DMM), Saudi Arabia with Qatar Airways
OR
Then on to Jeddah (JED), Saudi Arabia with Qatar Airways
OR
Then on to  Madinah (MED), Saudi Arabia with Qatar Airways
OR
Then on to Riyadh (RUH), saudi Arabia with Qatar Airways
Flights via Istanbul Ataturk (IST), Turkey
From Copenhagen (CPH), Denmark with Turkish Airlines Transfer at  Istanbul Ataturk (IST), Turkey Then on to Dammam (DMM), Saudi Arabia with Turkish Airlines
OR
Then on to Jeddah (JED), Saudi Arabia with Turkish Airlines
OR
Then on to Madinah (MED), Saudi Arabia with Turkish Airlines
OR
Then on to Riyadh (RYH), Saudi Arabia with Turkish Airlines
OR
Then on to Taif (TIF), Saudi Arabia with
Turkish Airlines
OR
Then on to  Yanbu (YNB), Saudi Arabia with Turkish Airlines
Flights via Bahrain (BAH), Kingdom of Bahrain
From Copenhagen (CPH), Denmark with Gulf Air Transfer at  Bahrain (BAH), Kingdom of Bahrain Then on to Dammam (DMM), Saudi Arabia with Gulf Air
OR
Then on to Jeddah (JED), Saudi Arabia with Gulf Air
OR
Then on to Madinah (MED), Saudi Arabia with Gulf Air
OR
Then on to Riyadh (RUH), Saudi Arabia with Gulf Air
Flights via Frankfurt am Main (FRA), Germany
From Copenhagen (CPH), Denmark with Lufthansa Transfer at Frankfurt am Main (FRA), Germany Then on to Dammam (DMM), Saudi Arabia with Lufthansa
OR
Then on to Jeddah (JED), Saudi Arabia with Lufthansa
OR
Then on to  Riyadh (RUH), Saudi Arabia with Lufthansa
Flights via  London Heathrow (LHR), United kingdom
From Copenhagen (CPH), Denmark with British Airways Transfer at  London Heathrow (LHR), United kingdom Then on to Jeddah (JED), Saudi Arabia with British Airways
Flights via Paris Charles de Gaulle (CDG), France
From Copenhagen (CPH), Denmark with Air France Transfer at Paris Charles de Gaulle (CDG), France Then on to Jeddah (JED), Saudi Arabia with Air France
OR
Then on to Riyadh (RUH), Saudi Arabia with Air France
Flights via Singapore Changi (SIN), Singapore
From Copenhagen (CPH), Denmark with Singapore Airlines Transfer at Singapore Changi (SIN), Singapore Then on to Jeddah (JED), Saudi Arabia with Singapore Airlines
OR
Then on to Riyadh (RUH), Saudi Arabia with Singapore Airlines
Flights via  Munich (MUC), Germany
From Copenhagen (CPH), Denmark with Transfer at Munich (MUC), Germany Then on to eddah (JED), Saudi Arabia with Lufthansa
OR
Then on to Riyadh (RUH), Saudi Arabia with Lufthansa