The ministry directive published in Saudi newspapers says that private schools for girls have been told to "put into effect a number of rules to regulate sports".
The measure appears to have left out the majority of students at state schools.
The ministry has, however, requested the schools ensure girls wear "a covering and decent outfit" for sport activities in "suitable areas".
It also demanded that female Saudi coaches get the priority in employment at such facilities.
The ministry pointed out that some private schools were already offering physical education, but without any regulations to follow.
The issue of Saudi women in sport came under the spotlight during the 2012 London Olympic Games, when the Muslim kingdom bowed to pressure and sent female athletes to compete for the first time.
At that time, Human Rights Watch said that despite the participation of two Saudi women at the Olympics, millions of women in the Gulf state were still banned from sports.
Saudi women remain banned from driving, and have to cover from head to toe when in public, among other restrictions.