The result leaves the SE Asian team in bottom of Group D and much to do in the five remaining games against Uzbekistan, Lebanon and the return match against the Saudis.
"The Saudis are a good team. I think we defended well and most parts of our game were good," goalkeeper Lionel Lewis told reporters.
"We stuck to the game plan and showed we can compete with them. Now we will look for results in the other games over the rest of the competition.
Striker Aleksandar Duric agreed with the shotstopper.
"While it is not good to lose I thought we played quite OK," the forward said.
"Our main problem was that we could not keep the ball long enough; they were so much better at that than we were. I think we should be proud of what we did here. We did everything the coach asked us to do.
"Considering we were playing one of the best football teams in Asia I feel we did quite well."