As part of the four-day trip that began today, the king is to meet with Russian President Vladimir Putin for talks expected to focus on the global oil market and the Syrian crisis.
Ties between the two countries often have been strained in the past. The war in Syria, in which Russia has staunchly backed Syrian President Bashar Assad while Saudi Arabia has supported his foes, has fueled tensions.
Relations have begun to improve in recent years. A thaw between Moscow and Riyadh helped reach November's deal in which OPEC and 10 other oil-producing countries, including Russia, agreed to cut their production in a bid to combat a supply glut.