She will be joined by her London-based elder son Tarique Rahman for the trip.
It will be their second meeting since 2008. The first time the two met was during Khaleda's London visit in 2011.
She left for Saudi Arabia at 9:30pm on Saturday in an Emirates flight, her Press Secretary Maruf Kamal Khan said.
The former prime minister is scheduled to return home on July 27 before the Eid-ul-Fitr.
Khan, who is also going with Khaleda, told bdnews24.com that she will reach Medina on Sunday.
There she will visit the shrine of Prophet Muhammad during a two-day stay.
He said Tarique along with his wife and daughter catch the same flight at Dubai International Airport. They will perform Umrah too.