The detained reporters were questioned for several hours at the Medina Central Police Detention Center, but were not informed of any accusation.
The group was not allowed to perform Hajj rituals and were deported to Iran on Tuesday.
The president of the Islamic Republic of Iran Broadcast (IRIB) Peyman Jebeli said on Wednesday that the Iranian officials and the media have not been notified of any misdemeanor and that they are pursing the matter.
Iran dispatches reporters to Saudi Arabia every year to cover the Hajj pilgrimage, which is set to start on June 14 and climax on June 19.
The arrest and expulsion come as Tehran and Riyadh have managed to put behind a period of rocky ties over several issues.
