Saudi authorities have been asked to consider lifting a state school ban on sports for girls, according to the official SPA news agency.
Saudi Arabia only included women in its Olympic team for the first time two years ago.
Under a strict interpretation of sharia, Saudi women are banned from driving and must gain formal permission from a male relative to leave the country, start a job or open a bank account.
However, King Abdullah is pushing cautious social reforms improving women's rights in the face of conservative resistance.
SPA said Saudi Arabia's appointed Shoura Council, which advises the government on policy, had asked the education ministry to look into including sports for girls in state-run schools with the proviso they should conform to Sharia rules on dress and gender segregation.
Although it would not become law until the ministry and cabinet approved the idea, the council's vote represented a further pigeon step of progress for Saudi women.
The world's top oil exporter has maintained an official ban on sports classes for girls in state schools under pressure from religious conservatives.
A ban on sports in private girls schools was officially lifted last year, though some of those schools had already been providing physical education classes for girls for years.
In 2012 Saudi Arabia included women in its Olympic team for the first time, a move that won support from many of its citizens but also prompted some to abuse the morals of the two female athletes, a runner and judoka, on social media.
Although the council's decisions are not binding, they are seen as important in Saudi Arabia because it is the only official forum in which new laws and government policy on sensitive social issues are publicly discussed.
A year ago King Abdullah appointed 30 women to the 150-member chamber for the first time.
His moves to make it easier for women to work and study alongside men, and to promote more tolerant views of other religions have faced opposition from powerful clerics and their many supporters, who fear the kingdom is losing its Islamic values in favour of Western ideas.
SPA quoted deputy chairman of the shoura council, Fahad al-Hamad, as saying that the council had heard supporting and dissenting views on the topic during the session before the chamber adopted the decision.
Members who supported the decision pointed to an increase in obesity-related illnesses in Saudi society particularly among women and an increase in jobs if physical education programmes were adopted for girls.
Those who opposed the decision said there were many schools which were not equipped infrastructurally to allow for sports. Some members also questioned whether physical education lessons had actually decreased obesity in boys.
"The (education affairs) committee saw .... that ratifying this decision does not contradict Sharia law, pointing out that a previous fatwa (religious ruling) ... allowed for sports for women in general," SPA reported on Tuesday.
Saudi Arabia is ruled by sharia, or Islamic law, and King Abdullah has taken some steps to restrict the ability of clerics to pass fatwas.
The Al Saud ruling family have always retained a close alliance with clerics of the strict Wahhabi school of Islam, which controls the judiciary and parts of the education system in the world's largest oil exporter.
Wahhabis endorse a political philosophy that demands obedience to the ruler and have issued fatwas banning anti-government protests, but they have themselves opposed many of King Abdullah's social reforms.