Mr.Reaz, yes, you need a Chinese visa and a Macau visa. If the flight ticket from Saudi Arabia to Macau just transit Guangzhou airport, and the stopover between the connection flights is less than 24 hours and you don't leave the Guangzhou airport, you don't need a visa to Mainland China.

I hear that Bangladeshi should obtain a Macau visa before departure starting from July 1, they can't obtain a visa on arrival.

Please apply for Chinese visa and Macau visa at the Chinese Embassy/Consulate in Saudi Arabia

Thanks for your reply. Actually I am traveling in June 22nd. So do I still need a visa from Chinese consulate for Macau. I have mainland visa for china.

If you go to Macau on June 22, I think you can still get a visa on arrival in Macau by showing your Mainland China visa and return flight ticket, Good luck!