The superhero blockbuster was shown at a new cinema theater built by U.S.-based AMC Entertainment in the King Abdullah Financial District in Riyadh.
AMC Chief Executive Adam Aron told CNBC ahead of the opening of the theater that it was an historic day for the movie industry and Saudi Arabia.
"This is quite a historic day in the country of Saudi Arabia, and AMC received the first license to operate movie theaters in this country two weeks ago, and we open tonight," he told CNBC's Hadley Gamble in Abu Dhabi.
"We heard that the kingdom of Saudi Arabia was thinking about lifting its ban on movie theaters, and we rushed in," he said.
Saudi Arabia's Ministry of Culture and Information announced in early April that it granted the first cinema operating license to AMC, the largest theatrical exhibitor in the world with approximately 1,000 theaters and 11,000 screens across the globe.