The new measure comes after Riyadh, long known for imposing harsh restrictions on women, announced it was lifting a ban prohibiting them from driving as well as reopening cinemas.
The Islamic kingdom has announced a series of reforms initiated by powerful Crown Prince Mohammed bin Salman since last year.
The first football match that women will be allowed to attend is a clash on Friday between Saudi Premier League clubs Al-Ahli and Al-Batin in the Red Sea city of Jeddah.
The game is scheduled to kick off at 8:00 pm (1700 GMT), but enthusiasm for the historic encounter has begun well before the referee´s whistle is blown.
The Saudi government said last week that women would be allowed to attend a second match on Saturday and a third next Thursday.
The kingdom, which has some of the world´s tightest restrictions on women, has long barred them from sports arenas through strict rules that keep the sexes apart in public.
But in September, hundreds of women were allowed to enter a sports stadium in the capital Riyadh, used mostly for football matches, for the first time to attend celebrations marking Saudi Arabia´s national day.
The easing of social controls comes as Prince Mohammed looks to repackage the oil-rich nation as more moderate and welcoming.
The powerful crown princes´ "Vision 2030" programme for a post-oil era stems partly from an economic motive to boost domestic spending on entertainment as the kingdom reels from an energy slump.
Hours before the game, Saudi clubs encouraged women to go to the stadiums through tweets on social media.
Some clubs are offering special abayas -- traditional head-to-toe robes for Saudi women -- in their team´s colours.
State-owned Saudi Airlines announced prizes of free tickets for five families who wish to travel between cities to watch football games.
The Jeddah Pearl Stadium, where the game will be played, has announced it has allocated special seats for women and families.