AlUla was the capital of the ancient Lihyanites (Dedanites). The governorate contains the first UNESCO World Heritage Site in the Saudi Kingdom, called Hegra (Al-Hijr, or Mada'in Salih), 22 km (14 mi) north of the city. Hegra (Mada'in Salih) was built more than 2,000 years ago by the Nabataeans.