Sandel, a Harvard University professor described by the Times Literary Supplement as the "most important and influential living philosopher", spoke to Reuters after discussing notions of morality, justice and universal duty with Saudi students.
Philosophy is not taught in Saudi universities and had been considered heretical thinking there for decades.
"Engaging in philosophical discussions, especially in circumstances such as these, is a challenging, even a risky undertaking. I felt it was a risk worth taking," Sandel said on Friday in an online interview.
The conference was part of a charm offensive by Saudi Crown Prince Mohammed bin Salman, who is seeking to revive a reputation damaged by a poor human rights record, the war in Yemen and the killing of dissident Saudi journalist Jamal Khashoggi in the kingdom's Istanbul consulate in 2018.
Sandel said it was hard to predict what the ultimate course of the prince's "experiment" would be.
"But promoting critical thinking, I think, is at least worth trying," he said, adding that Saudi Arabia's younger generation seemed hungry to engage in philosophical discussions.
"I want to encourage it, even while recognising that there is a certain risk and unpredictability to the course it may eventually kick."
Prince Mohammed, known as MbS, is de facto ruler of the kingdom, the world’s top oil exporter and a key US ally. He has moved over the past five years to consolidate power and sidelined rivals and detained hundreds of clerics, journalists, royals and activists.
While many significant controls remain, authorities have eased the guardianship system, which gives men significant control over the lives of their female relatives, and lifted a ban on women driving.
The kingdom also opened up for cinemas, concerts and tourism in a bid to diversify the economy away from oil.
Sandel said it was too early to draw conclusions about the motivation behind the reform drive.
"Is this a genuine opening for philosophy and critical thinking? Or is it simply for... PR? I'm not sure. Only time will tell," he said.
"All I can say is I think that if there is a possibility of encouraging philosophy and critical thinking in Saudi Arabia, that's a possibility worth exploring."