Khan headlines the event as he faces Billy Dib after original opponent Neeraj Goyat was ruled out.
Khan is huge favourite however the Brit has admitted that the £7million pay-out is a reason for agreeing the fight.
“At the end of the day, look, we are all prize-fighters,” he said.
“In boxing, I do love the sport to bits, but at the same time we are prize-fighters. When this opportunity came, it was very hard to turn down.
“Yes, a lot of money’s on the table, and at the same time it’s a location I’ve never fought in before.
“Saudi Arabia is starting to have a lot of big events and a lot of big fights over here, so why not be a part of that and create history over here?”
Fury is also in action, taking on Samuel Peter, as he looks to get back to world title-challenging form.
Fury said: “I put myself in the top five in the world.
“I’m coming out now and doing it. I’ll get this fight out of the way and then whoever wants it, I’m ready for them.
“I’m not afraid to fight anyone. I would not be in this game if I didn’t think I had the beating of them all to become world champion.”
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