The move is Saudi Arabia's first social reform planned for this year giving women greater rights.
However, the women had to sit in a "family section" of the stadium so that they would be separated from the male spectators.
"Today, you brought happiness to every Saudi family and woman who attended the first game", said Reema Bandar Al-Saud, a deputy at the General Sports Authority and part of the Saudi Royal family was quoted as saying by CNN.
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Females were in attendance at the King Abdullah Sports City in Jeddah to witness Al-Ahli defeat Al-Batin 5-0.
The Saudi government said last week women would be allowed to attend a second match on Saturday and a third next Thursday.
Some used the hashtag to write that women's place should be in the home, focusing on their children and preserving their faith, and not at a stadium where male crowds frequently curse and chant raucously.
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Saudi security forces have rounded up dozens of members of the political and business elite, holding them in Riyadh's opulent Ritz Carlton hotel on the orders of Crown Prince Mohammed bin Salman.
However, strict guardianship laws are still in place, which forbid women from marrying without a male relative's content, traveling overseas and securing a passport.
In 2015, a Saudi woman who tried to attend a soccer game in Jiddah was arrested after local media said she was spotted by security officers "deliberately disguised" in trousers, a long-sleeve top, a hat and sunglasses to avoid detection.
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The decision to allow women to attend a mixed public sporting event is one of many changes the country has undergone in recent months, hailed as proof of a new progressive trend in the deeply conservative Muslim Kingdom, Reuters said in a report.