Understanding the timing and character of the expansion of Homo sapiens out of Africa is critical for inferring the colonization and admixture processes that underpin global population history. It has been argued that dispersal out of Africa had an early phase, particularly similar to 130-90 thousand years ago (ka), that reached only the East Mediterranean Levant, and a later phase, similar to 60-50 ka, that extended across the diverse environments of Eurasia to Sahul. However, recent findings from East Asia and Sahul challenge this model. Here we show that H. sapiens was in the Arabian Peninsula before 85 ka. We describe the Al Wusta-1 (AW-1) intermediate phalanx from the site of Al Wusta in the Nefud desert, Saudi Arabia. AW-1 is the oldest directly dated fossil of our species outside Africa and the Levant. The palaeoenvironmental context of Al Wusta demonstrates that H. sapiens using Middle Palaeolithic stone tools dispersed into Arabia during a phase of increased precipitation driven by orbital forcing, in association with a primarily African fauna. A Bayesian model incorporating independent chronometric age estimates indicates a chronology for Al Wusta of similar to 95-86 ka, which we correlate with a humid episode in the later part of Marine Isotope Stage 5 known from various regional records. Al Wusta shows that early dispersals were more spatially and temporally extensive than previously thought. Early H. sapiens dispersals out of Africa were not limited to winter rainfall-fed Levantine Mediterranean woodlands immediately adjacent to Africa, but extended deep into the semi-arid grasslands of Arabia, facilitated by periods of enhanced monsoonal rainfall.