The women, who are sisters, were stopped in Beirut after one of their husbands informed the Saudi authorities that his wife was heading to Syria, an interior ministry statement said.
It did not specify their nationalities or say how they managed to leave Saudi Arabia. Saudi women are generally not allowed to travel alone without permission from a male guardian.
The women and their children were all returned to the kingdom on Thursday, according to the ministry statement, which was published by the official SPA news agency.
Authorities have organised for the children’s care while the women were referred to the courts, it said.
Saudi Arabia is part of the US-led coalition that is fighting the Islamic State group in Iraq and Syria. Saudi political and religious leaders routinely denounce IS attacks — at home and abroad — as violations of Islam.
However a report last year by the inter-governmental Financial Action Task Force said Saudis comprised the second-largest nationality among “foreign terrorist fighters” with IS.