Firefighters “rescued two pilgrims who were hurt” by the fire in an eighth-floor room of the unnamed hotel, the agency said.
More than one million faithful have already arrived in Makkah for this year’s Hajj, which begins on Tuesday.
The agency also did not give the nationality of the pilgrims, nor say what caused the blaze.
The Hajj has been almost incident-free for the past decade, but at least 107 people, including some from Asia, died last Friday when a construction crane collapsed on Mecca’s Grand Mosque.
In 2006, more than 360 pilgrims died in a stampede at the desert plain of Mina, near Makkah. A crush of pilgrims two years earlier left 244 dead.
The worst Hajj-related tragedy was in 1990, when 1,426 pilgrims died in a stampede in an overcrowded pedestrian tunnel leading to holy sites in Makkah.