Al-Arabiya said on its website that the closure -- the first such move against a foreign media outlet since the protests began -- came hours after its Khartoum correspondent was summoned for a meeting.
The Sudanese government could not immediately be reached for comment.
The protests over fuel price hikes are the largest of President Omar al-Bashir's 24-year rule, and young activists have used chants made famous during the Arab Spring to call for his downfall.
Authorities, who have acknowledged 29 deaths since Monday, sought to impose a blackout on the unrest by seizing or blocking publication of three Sudanese newspapers today, journalists said.
The dailier Al-Sudani and Al-Majhar al-Siassi were seized at the printing press, they said, while Al-Watan was ordered not to print after covering the unrest in its yesterday edition.
Al-Arabiya, owned by a Saudi businessman with close ties to the ruling Al-Saud family, is a rival of the Qatar-based Al-Jazeera, with the two Arab news networks often taking opposing views on regional events.