US President Donald Trump said he had "great confidence" in an anti-corruption sweep by Saudi Arabia that has seen dozens of high-profile political and business figures arrested.

"I have great confidence in King Salman and the Crown Prince of Saudi Arabia, they know exactly what they are doing," Trump wrote on Twitter.

"Some of those they are harshly treating have been 'milking' their country for years!" added the US president, whose marathon Asia tour moves on Tuesday to South Korea.

Saudi authorities have hinted they could widen the crackdown after princes, ministers as well as billionaire tycoon Al-Waleed bin Talal were swept up in a weekend purge — hours after an anti-graft commission headed by Crown Prince Mohammed bin Salman was established.

The purge underscores an unprecedented restructuring of the kingdom as Prince Mohammed steps up a dramatic reform drive for a post-oil era while consolidating power before his eventual succession as king.

The US and Saudi Arabia have historically enjoyed close ties, which Trump re-affirmed in May when he visited the country in his first foreign trip since taking office.

Washington and Riyadh announced contracts worth more than $380 billion, including a $110 billion arms deal aimed at countering perceived threats from Iran and radical Islamists.

Trump spoke with King Salman by phone on Saturday, according to a readout from his office, in which he lauded the monarch and his son's "recent public statements regarding the need to build a moderate, peaceful, and tolerant region" and urged the kingdom to choose Wall Street as a venue for the IPO of oil giant Aramco.