The embassy of Saudi Arabia in The Hague was sprayed with gunfire before dawn on Thursday (November 12).
No one was hurt in the incident.
Dutch police said they had arrested a suspect.
He was a 40-year-old man from the neighboring town of Zoetermeer, but the police provided no details of his exact role or possible motive.
The arrested man will be questioned.
Images on Dutch television showed casings scattered on the street and bullet holes in the building windows.
The police also asked for witnesses to come forward in a Twitter post.
In a statement, the embassy condemned the quote "cowardly attack" and urged Saudi citizens in the Netherlands to be on high alert.