The purpose of this review paper is to analyze the impact of the development of AI technology and financial market infrastructure on decision-making processes in Saudi Arabian debt markets, and to identify the possibility of paradigm shifts in this regard in accordance with Saudi Vision 2030. More precisely, the current paper focuses on the growing importance of instruments other than energy bonds, the development of capital markets, the innovative aspects of sukuk issues, the financing of projects on a risk-sensitive basis, and more effective decision-making regarding credit in both the public and private sectors. Unlike narrow-focused studies and case investigations, the current literature review draws on various publications on AI in finance, analytics of fixed-income securities, Islamic finance, innovative infrastructure finance, regtech technologies, and the digitalization of Saudi Arabia. The methodology applied to the research in question is the technique of narrative literature review, resembling that used when completing systematic reviews. The publications selected for the current research are mostly published between 2020 and 2025 in connection with one of the following five topics: analytics in debt markets, AI decision-making, sukuk and Shariah-compliant structuring, AI governance and responsibility, and financial market reforms under Vision 2030. The findings reveal that decision-making systems based on AI technology can positively impact surveillance in the debt market, price discipline, liquidity analysis, covenants structuring, portfolio management, and matching of issuers and investors in connection with proper data governance, decision-explanation, clarity of legislation, cybersecurity, and human oversight. The applications of AI in Saudi Arabia will include sovereign and quasi-sovereign issuance, project finance, infrastructure sukuk structuring, analytics of the secondary debt market, and treasury management.