The purpose of this paper was to explore the reasons and motivations of Saudi women to start their own businesses and become entrepreneurs, given the recent policy changes. Using the framework of Embeddedness this allowed consideration of both social and economic factors and personal choice in this decision. The data of this research were gathered using a qualitative approach involving 19 semi-structured in-depth interviews with women who had established their own business at some stage in the last decade. This covers a period when the salaried Saudi labour market was opened up to women making that a more feasible alternative for women seeking work than earlier. Despite this structural change, the findings suggest that women used self-employment partly to solve other problems (sometimes lack of jobs but mostly as it is acceptable within their family group) but mainly as it fits their self-image. There is no evidence that the motivation to self-employment varied between those who set up their business before the recent changes and those who have done so since 2016.