Two Yemen-based militants dressed as women, one of whom was a former Guantánamo prisoner, were intercepted at a Saudi checkpoint last week.
The vaunted program is supposed to convince militants that Al Qaeda's ideology is un-Islamic. But Human Rights Watch says it violates international law.
Militants in Yemen threatened Monday to strike the US Embassy for a second time.
Afghan and NATO officials are seeing a rise in numbers of foreign fighters in Afghanistan at the same time US officials say attacks by Al Qaeda in Iraq have sharply dropped.
Detainees are accused of having links to Al Qaeda, but human rights groups fear arbitrary arrests have been made.