Some pictures showed women with children entering the stadium, where signs were posted to indicate an entrance for families.
Local media said women would also have their own designated smoking areas.
A boy sat next to them in seats that had been reserved for women who come alone or with members of their families, namely male relatives.
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"A lot of people wanted to wait and see how it is. I am very proud to be a witness of this massive change", Lamya Khaled Nasser, a 32-year-old fan from the Red Sea city, told AFP.
Women supporters, all wearing the traditional black abaya robe, arrived well ahead of Friday's kick-off in the Jeddah stadium, some in sunglasses and others with loose-fitting veils.
Observers say the changes are part of an attempt by the government to ease public discontent about the struggling economy, and to win support for economic reforms being pushed through by the Crown Prince.
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Still in place, however, are guardianship laws that prevent women from travelling overseas, obtaining a passport or marrying without a male relative's consent.
The General Sports Authority announced in October that stadiums in Jeddah, Dammam and Riyadh will be set up to accommodate families starting in 2018.
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Protests against Iran's government went on for six days ; at least 22 people died and hundreds were arrested. The Islamic State group has declared support for the anti-government protests in Iran .
Previously women could watch matches on television only.