He went there in '96 to be station chief and left in '99. Some copypasta:
In early 1998, while in Saudi Arabia, Brennan helped convince Tenet to pull the plug on an agency operation to capture bin Laden. Brennan favored a Saudi effort, which was still in the works, to convince the Taliban to expel the al-Qaeda leader from Afghanistan. But the Saudi talks with the Taliban eventually broke down. The CIA never got another opportunity to capture bin Laden.