Janan Harb, 58, who has lived in London since her husband suffered a massive stroke in 1995 told The Times of London she had told her lawyer to continue with the legal process.
"I have to talk to my lawyer and we are meeting with Islamic lawyers, but of course, as a wife, I have my rights," she said.
She married King Fahd in 1969, but issued a writ seeking support last year after she allegedly failed to receive maintenance payments for many years.
Friends have said she and her husband maintained an open marriage and that he had several other wives. However, Harb said Fahd's death Monday was a personal loss.
"I have been crying constantly. He was my husband, and although we lived apart for many years, he was a very good friend," she said. "I called the (Saudi) royals and gave them my condolences and they called me to give me their condolences."