COVID-19 was announced by the World Health Organisation (WHO) as a global pandemic. The severity of the disease spread is determined by various factors such as the countries' health care capacity and the enforced lockdown. However, it is not clear if a country's climate acts as a contributing factor towards the number of infected cases. This paper aims to examine the relationship between COVID-19 and the weather of 89 cities in Saudi Arabia using machine learning techniques. We compiled and preprocessed data using the official daily report of the Ministry of Health of Saudi Arabia for COVID-19 cases and obtained historical weather data aligned with the reported case daily reports. We preprocessed and prepared the data to be used in models' training and evaluation. Our results show that temperature and wind have the strongest association with the spread of the pandemic. Our main contribution is data collection, preprocessing, and prediction of daily cases. For all tested models, we used cross-validation of K-fold of K=5. Our best model is the random forest that has a Mean Square Error(MSE), Root Mean Square (RMSE), Mean Absolute Error (MAE), and R{2} of 97.30, 9.86, 1.85, and 82.3\%, respectively.