Non-pharmaceutical interventions have been widely employed to control the COVID-19 pandemic. Their associated effect on SARS-CoV-2 transmission have however been unequally studied across regions. Few studies have focused on the Gulf states despite their potential role for global pandemic spread, in particular in the Kingdom of Saudi Arabia through religious pilgrimages. We study the association between NPIs and SARS-CoV-2 transmission in the Kingdom of Saudi Arabia during the first pandemic wave between March and October 2020. We infer associations between NPIs introduction and lifting through a spatial SEIR-type model that allows for inferences of region-specific changes in transmission intensity. We find that reductions in transmission were associated with NPIs implemented shortly after the first reported case including Isolate and Test with School Closure (region-level mean estimates of the reduction in R0 ranged from 25-41%), Curfew (20-70% reduction), and Lockdown (50-60% reduction), although uncertainty in the estimates was high, particularly for the Isolate and Test with School Closure NPI (95% Credible Intervals from 1% to 73% across regions). Transmission was found to increase progressively in most regions during the last part of NPI relaxation phases. These results can help informing the policy makers in the planning of NPI scenarios as the pandemic evolves with the emergence of SARS-CoV-2 variants and the availability of vaccination.