Coronary Artery Disease (CAD) remains the leading cause of mortality worldwide. Mortality rates associated with CAD have shown an exceptional increase particularly in fast developing economies like the Kingdom of Saudi Arabia (KSA). Over the past twenty years, CAD has become the leading cause of death in KSA and has reached epidemic proportions. This rise is undoubtedly caused by fast urbanization that is associated with a life-style that promotes CAD. However, the question remains whether genetics play a significant role and whether genetic susceptibility is increased in KSA compared to the well-studied Western European populations. Therefore, we performed an Exome-wide association study (EWAS) in 832 patients and 1,076 controls of Saudi Arabian origin to test whether population specific, strong genetic risk factors for CAD exist, or whether the polygenic risk score for known genetic risk factors for CAD, lipids, and Type 2 Diabetes show evidence for an enriched genetic burden. Our results do not show significant associations for a single genetic locus. However, the heritability estimate for CAD for this population was high (h2 = 0.53, S.E. = 0.1, p = 4e-12) and we observed a significant association of the polygenic risk score for CAD that demonstrates that the population of KSA, at least in part, shares the genetic risk associated to CAD in Western populations.