I stayed in the Al Bat'ha district when I was there, where there were virtually no short-term visitors (can't say "tourists" since Saudi Arabia didn't have tourist visas; I was speaking at a conference, but stayed for an extra week). It never felt dangerous, but there was a massive gap between ritzy central Riyadh and the market district. Close to half of the population of Riyad are guest workers with limited rights and low salaries; I can't remember if that seemed to be the reason for the gap. This was also 20 years ago, so I don't have any sense for how it's developed since, but I'd be surprised if it has changed.
20 years ago?
Man Riyadh is a completely different city now, even locals from other cities can't believe how much it has changed.
And the 40% of the city that are Desi immigrants also enjoy that improvement? There were very nice things in the city 20 years ago (and all of the cities I listed); they just weren't available to a major chunk of the population. I'm skeptical that that part has changed in Riyadh?
Things did definitely improve for them though the gap remains. Still, the gap does not mean it’s dangerous. I haven’t been to Riadh but if it’s similar to Doha/Dubai, then you can walk into a worker’s neighborhood at anytime with no consequences.