King Abdullah was a powerful US ally, who fought against al Qaeda and sought to modernise the ultraconservative Muslim kingdom.
His successor - his 79-year-old half-brother Salman - was King Abdullah's crown prince and had recently taken on some of the ailing king's responsibilities.
In the coming days US President Barack Obama, Egyptian President Abdel-Fattah el-Sissi, Japan's Crown Prince Naruhito, Spain's King Felipe VI, Jordan's King Abdullah, Denmark's Crown Prince Frederik, Dutch King Willem-Alexander, and the UK's Prince Charles are among those expected to visit the country to pay their condolence to the newly enthroned King Salman.
On Friday, Sir Jerry, who met members of the Saudi royal family in 2011, said it was "sad news" to hear of King Abdullah's death.
"Under his leadership, Saudi Arabia has forged closer ties with New Zealand and we have welcomed an increasing number of young people to study under the auspices of the King Abdullah Scholarship programme," he said on Friday.
"I extend our best wishes to HM King Salman bin Abdulaziz Al Saud as he assumes the responsibilities of the throne and as the Custodian of the Two Holy Mosques."
King Abdullah had more than 30 children from about a dozen wives.