Firefighters “rescued two pilgrims who were hurt” by the fire in an eighth-floor room of the unnamed hotel, the agency said.
More than one million faithful have already arrived in Makkah for this year’s hajj, which begins Tuesday.
The agency also did not give the nationality of the pilgrims, nor say what caused the blaze.
The hajj is the world’s biggest annual event. It is one of the five pillars of Islam, and every able-bodied Muslim who can afford it is expect to make the pilgrimage at least once.
The hajj has been almost incident-free for the past decade, but at least 107 people, including some from Asia, died Friday when a construction crane collapsed on Makkah’s Grand Mosque.