The Portugal international signed for Saudi outfit Al Nassr in December following his controversial exit from Manchester United.
He is yet to play for his new club as he must serve a two-match domestic suspension imposed by the Football Association over a disciplinary matter during his time in England.
The French club confirmed the fixture on Monday as they announced a short tour to the Middle East.
PSG, who have Qatari owners, will also be visiting Doha to train, meet fans and participate in a number of commercial and public activities.
That means Messi will also be returning to the city where he won the World Cup with Argentina last month.
Messi and Ronaldo, with 12 Ballon d’Or wins between them, are widely accepted as the best players of their generation and among the greatest of all time.
A statement from PSG read: “The team will fly out on January 17 to Doha then travel to Riyadh, Saudi Arabia, to play against an all-star XI from Saudi top clubs Al Hilal and Al Nassr.
“The match will be held at King Fahd Stadium in Riyadh on January 19. The team will fly back after the game to Paris.”