Those detained were not named and it is not clear what they are suspected of.
However, local broadcaster Al-Arabiya said fresh investigations had been launched into the 2009 Jeddah floods and the outbreak of the MERS virus which emerged in Saudi Arabia in 2012.
The detentions came hours after the new anti-corruption committee was formed.
The anti-corruption committee is headed by Crown Prince Mohammed bin Salman and has the power to issue arrest warrants and travel bans, the state-owned Saudi Press Agency (SPA) reported.
Separately, the heads of the Saudi National Guard and the navy were replaced in a series of high-profile sackings.
According to SPA, King Salman had dismissed National Guard minister Prince Miteb bin Abdullah and navy commander Admiral Abdullah bin Sultan bin Mohammed Al-Sultan.
No official explanation was given for their removal.
Crown Prince Mohammed bin Salman recently said the return of “moderate Islam” was key to his plans to modernize Saudi Arabia.
Addressing an economic conference in Riyadh, the crown prince vowed to “eradicate the remnants of extremism very soon”.
In 2016, Crown Prince Mohammed bin Salman unveiled a wide-ranging plan to bring social and economic change to Saudi Arabia.
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