Since the 1970s, Saudi Arabia has been capturing the natural gas that is released from its reservoirs as a byproduct of oil production. Besides that, Saudi Arabia is working on an extensive exploration and development program for unconventional gas reserves (gas reserves locked underground within shale and tight sandstones). This effort has been established to fulfill the surge in local and worldwide demand for oil and natural gas. Jafurah unconventional gas field is an excellent example in this program; it is the kingdom’s largest unconventional non-oil-associated gas field, and it is potentially the biggest shale gas development outside of the United States. Jafurah has reserves of 229 trillion cubic feet of gas and 75 billion barrels of condensates. Extracting commercial quantities of natural gas from shale gas reservoirs requires advanced drilling techniques; such as horizontal drilling; and the use of hydraulic fracturing techniques to increase the flow of gas through the rock formations. This is why gas fields found within shale rock formations are classified as unconventional. This work outlines the key properties of the main sources of unconventional natural gas in Saudi Arabia, with some emphasis on the development techniques required to exploit these resources.