Al-Sheikh, chairman of Saudi Arabia's General Entertainment Authority, sought to allay doubts over the bout on Sunday after Riyadh came under repeated attack from Yemen's Houthis.
Saudi Arabia's General Authority of Civil Aviation (GACA) said one person was killed and 11 injured on Sunday when a projectile struck King Khalid International Airport. A Houthi strike on the same airport on Saturday killed 13 people and injured more than 300, making it the deadliest attack on Saudi Arabia in more than a decade.
The Houthis claimed responsibility for all four strikes on Saudi airports before Sunday's attack, which has yet to be claimed by any group.
Alvarez, a former two-time undisputed super-middleweight champion who has held multiple world titles across several weight classes, will face WBC super-middleweight champion M'billi in the highly anticipated bout.
'Canelo reached out and told me he'll still fight in Riyadh this October, no matter what happens,' Al-Sheikh wrote in a social media post. 'He [Alvarez] fears nothing.'
The Mexican boxer has not fought since he was beaten by American Terence Crawford in September 2025.