The Saudi Crown Prince stopped Khan from embarking on a commercial flight to the US on Saturday and asked him to fly onboard his private jet as he could not let his guest travel in a commercial plane, The News International reported.
Pakistan's foreign minister Shah Mehmood Qureshi, adviser on finance Abdul Hafeez Shaikh, special assistant on overseas Pakistanis Zulfikar Abbas Bukhari also accompanied the prime minister.
During his two-day visit to Saudi Arabia, Khan held meetings with the Custodian of the Two Holy Mosques, King Salman bin Abdulaziz Al Saud, the Crown Prince and other leaders.
Khan is scheduled to meet US President Donald Trump on Monday.