The four were detained after the attack on a Catholic church in Arusha in north Tanzania which killed two people and wounded six.
The UAE Foreign Ministry announced that the Emiratis had been released on its Twitter account late on Sunday.
The Saudi citizen, Saeed bin Mohsen al-Mahri, was also released and was not charged with any offence, Saudi Arabia's state news agency reported late on Sunday, citing the assistant minister for foreign affairs.
The Saudi ambassador to Tanzania had said the group were in the area as tourists.
Tanzanian officials were not immediately available for comment.
Tanzania, a nation of about 45 million people, is roughly split evenly between Muslims and Christians. Tensions between the religious communities are on the rise.
Earlier this year, two Christian leaders were killed in Tanzania's semi-autonomous, predominantly Muslim islands of Zanzibar earlier this year and there have been attacks on Muslim leaders and mosques.
(Reporting by Amena Bakr; Editing by Yara Bayoumy and Raissa Kasolowsky)
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