It borders Saudi Arabia to the west

The answer is: The Red Sea

Saudi Arabia is bordered to the west by the Red Sea, providing a friendly connection between the Kingdom and its neighbours. This connection strengthens relations between Saudi Arabia and its neighbours, many of whom have established close relationships with each other. It is also bordered to the east by the Arabian Gulf, which serves as a maritime border between the Kingdom of Saudi Arabia and its neighboring countries. This friendly relationship allowed for much commercial and even cultural exchange between the two countries. With Saudi Arabia's vast desert, it is easy for visitors to explore its unique culture and history.