The pilgrim had called on God to liberate the holy mosque while performing his Umrah rituals and a number of other pilgrims had also said Amen, Al-Mayadeen reported.
The arrest has been described as unprecedented in the history of Saudi Arabia.
The intelligence officers had also arrested and interrogated the group of people, including children, who had said Amen but they were then released.
The Palestinian pilgrim’s arrest has been extended for five days, according to the report.
Saudi authorities had also launched a campaign in February 2020 to arrest Palestinians close to Hamas resistance movement.
Since Mohammed bin Salman took power in the Arab country, various reports about the normalization of ties with the Zionist regime have surfaced. Bin Salman once described the occupying regime as a potential ally.