I'm planning to visit the US to buy an LSA (light sport aircraft) then export it to Saudi Arabia, I'm not a US citizen, where to find the requirements?
Go to Appendix 2 of AC 21-2, and select Saudi Arabia from the drop down menu.
It will be the responsibility of the Saudi Arabian importer to ensure that the nationality and registration marks are properly displayed on the aircraft prior to departure from the exporter's base and to ensure that the necessary flight documents are installed and carried in the aircraft during the delivery flight.
The full document lists all the requirements, too many to copy and paste here. For the regulations, that would be Title 14, Code of Federal Regulations (14 CFR) part 21, subpart L (.pdf).