Saad Al-Shehri began his managerial career with the Eastern Region Education Team in 2008. The team consisted of many players who would go on and become Saudi internationals including Yasser Al-Shahrani, Abdullah Al-Hafith, Ibrahim Al-Ibrahim, Ali Al-Zubaidi and Mohammed Al-Fatil. Al-Shehri won Schools Football League with Eastern Region Education Team, and he received praise from former Saudi national team manager Khalil Al-Zayani. In 2010, Al-Shehri signed a contract to manage Al-Qadsiah's U17 team. With Al-Qadsiah, Al-Shehri achieved promotion from the Regional League to the U17 Premier League. The following season under Al-Shehri's supervision, Al-Qadsiah managed to avoid relegation and remain in the U17 Premier League. In the 2011–12 season, Al-Qadsiah won the U19 Premier League with Al-Shehri as manager. Al-Shehri then moved on to work as an assistant manager for Saudi Arabia U20 and won the U17 GCC Championship. On May 28, 2013, Al-Shehri was appointed as the manager of Al-Nassr's U19 team. He led Al-Nassr to the U19 Premier League championship in the 2014–2015 season. On June 28, 2015, Al-Shehri was appointed as the Saudi Arabia U20 national team manager. Al-Shehri led the U20 national team to the final of the 2016 AFC U-19 Championship where they lost to Japan on penalties. He also led the young falcons to the Round of 16 of the 2017 FIFA U-20 World Cup which equalized their best performance. Following the expiry of his contract with the U20 national team, Al-Shehri signed with Al-Nahda on June 16, 2017. However, the contract was canceled for administrative reasons on July 13, 2017. On July 15, 2017, Al-Shehri signed a contract to manage Al-Ettifaq's U23 team.
Al-Ettifaq
Following the dismissal of first-team coach, Miodrag Ješić, on 10 December 2017, Al-Shehri was appointed as manager until the end of the season. Al-Ettifaq were second bottom at the time of his appointment with just 12 points in 12 matches. In his first match in charge, Al-Ettifaq were defeated by Al-Ahli 4–1. In Al-Shehri's second match with Al-Ettifaq, they defeated third-placed Al-Nassr 3–2 at home. Al-Ettifaq then defeated Al-Tai 6–0 to qualify to the Round of 16 of the King Cup. Al-Ettifaq then held first placed Al-Hilal to a 1–1 draw away from home before losing to Al-Shabab 3–1 away from home the following week. Al-Ettifaq were then defeated by Al-Ittihad 2–1 in the Round of 16 of the King Cup under controversial circumstances. After this game, Al-Ettifaq went undefeated for 8 games and saw them rise up to sixth place. During this run of form, Al-Ettifaq defeated first placed Al-Hilal and derby rivals Al-Qadsiah. Their unbeaten run ended on 6 April 2018, after losing to Al-Ittihad 4–2. In his final match in charge of Al-Ettifaq they defeated Al-Taawoun 3–2 to finish fourth, their best league performance since 2010–11.
Saudi Arabia U23
On 15 March 2018, it was announced that Saad Al-Shehri would take charge of the Saudi Arabia U23 national team. He left Al-Ettifaq at the end of the season to become the full-time manager of the U23 national team. Al-Shehri's first tournament with the U23 national team was the 2018 Asian Games. In the opening match of the tournament, Saudi Arabia and Iran played out a goalless draw. Saudi Arabia then defeated Myanmar 3–0 before losing to North Korea in the final group stage match. Saudi Arabia qualified to the Round of 16 as one of the four best third-placed teams. On 24 August 2018, Saudi Arabia defeated China 4–3 to reach the Quarter-finals. Saudi Arabia were eventually eliminated in the quarter-finals by Japan. Al-Shehri led the U23 national team to the 2020 AFC U-23 Championship after finishing among the best group runners-up during the qualification phase. In the opening group stage match, Saudi Arabia defeated Japan 2–1 thanks to a late penalty scored by Abdulrahman Ghareeb. The Saudis finished in first place after drawing Qatar and defeating Syria. In the quarter-finals, Saudi Arabia defeated hosts Thailand 1–0 to advance to the semi-finals. In the semi-finals they defeated reigning champions Uzbekistan to reach their second final and first since 2013. By reaching the final, Al-Shehri led the Saudi Arabia U23 national team to their first Olympics since 1996. In the final, Saudi Arabia were defeated by South Koreaafter extra time.
