Cheney, who arrived in Saudi Arabia from the United Arab Emirates where he visited a US aircraft carrier in the Gulf, has said Iran would top his talks with Arab leaders during his regional visit.
Saudi television showed King Abdullah receiving Cheney in the desert town of Tabuk in the far north of Saudi Arabia.
Cheney was due to leave later today for Cairo.
He said yesterday the heightened US military presence in the Gulf demonstrated Washington's resolve in a standoff with Iran over Tehran's nuclear plans.
Saudi Arabia shares US concerns about Iran's nuclear programme, which the Shi'ite power says is only for civilian purposes.
But Saudi Arabia and its Arab allies Egypt and Jordan want Washington to press Iraq's Shi'ite-led government into a new political deal with Sunni Muslims and are concerned about US troops leaving Iraq before such an agreement.
Washington wants Arab countries to do more to help stabilise the government of Prime Minister Nuri al-Maliki.
Cheney's trip follows on from last week's conference on Iraq at the Egyptian resort of Sharm al-Sheikh.