The men, women and children could be seen lining up under the blazing sun in the poor Manfuhah neighbourhood of the capital waiting to be packed into buses to carry them to deportation centres.
"We were forced to sell our furniture for very low prices and, in our haste, had to give away much of it," said one of the Ethiopians sitting on the ground in despair.
A fellow citizen who also spoke to AFP said he was being deported despite having valid documents.
Saudi Arabia announced this year that migrants can only work for their sponsors, even those of them who have residency permits.
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The ultra-conservative kingdom yesterday began rounding up thousands of illegals following the expiry of a final amnesty for them to formalise their status.
Among them are foreigners who overstayed their visas, pilgrims who have sought jobs, and migrants working under one sponsor trying to get jobs elsewhere.
Having an official sponsor is a legal requirement in Saudi Arabia and most other Gulf states.
These centres have received some 17,000 foreign workers during the past few days, Saudi media reports said today, quoting a police spokesman.
In Addis Ababa, Foreign Ministry spokesman Dina Mufti told reporters that three Ethiopians had been killed in Saudi Arabia during the police crackdown on illegal immigrants in the Gulf state.
"The act of killing innocent civilians is uncalled for, we condemn that," Mufti said.
Saudi police on Saturday said they intervened following riots in Manfuhah neighbourhood after foreigners attacked Saudis and other foreign expats with rocks and knives.
Ethiopia announced last week it would repatriate its citizens illegally living in Saudi Arabia after the seven-month amnesty period expired.
Mufti said the government had called for an investigation into the deaths, adding a delegation had been sent to Saudi Arabia to help the repatriation process.