A hat & sunglasses, especially from April to October.
Warm clothing for the morning hours in winter as it gets quite cold at night.
Comfortable walking or hiking shoes.
Toiletries and Medical Supplies: Sunblock!
Photo Equipment: A camera with a good zoom lens could be handy.
Miscellaneous: Plenty of drinking water, especially in the warmer months.
Although food is technically not allowed into the site, it's a good idea to bring a snack if you intend to spend all day exploring the site.
During summer months (June to September) make sure to wear light clothes. Hat, sunglasses, sunscreen, umbrella (if possible) and comfortable shoes/slippers.
Photo Equipment: Madain Saleh has a picture perfect sights so make sure to bring your camera & spare batteries
Camping/Beach/Outdoor Gear: Camping is not possible within Madain Saleh complex though there are possible campsites along the way.
You can bring your own tent, compass, flashlights, water etc.