Vision 2030, Saudi Arabia is undergoing significant economic transformation. The role of women’s in the economy is boosted by harnessing the capital markets. Women can be more actively engaged in business and investment by tapping the financial resources, leading to a more equitable economic environment. This paper examines how capital markets play a vital role in promoting sustainable development, specifically by empowering women in Saudi Arabia. The aim of the study is to build a financial system that supports women entrepreneurs and contributes to sustainable economic growth and social equity in Saudi Arabia. Barriers faced by women are analyzed in accessing financial resources, like cultural, institutional, and regulatory challenges. The study suggests strategies to increase women's participation in capital markets, like educational initiatives, targeted financial products, and partnerships with private and public sectors. This research highlights the importance of collaboration among stakeholders like government agencies, financial institutions, private sector companies, NGOs, educational institutions, community leaders, investors, etc., to prove that women's empowerment is the key to capital market development.