To investigate a cluster of Middle East respiratory syndrome (MERS) cases in a women-only dormitory in Riyadh, Saudi Arabia, in October 2015, we collected epidemiologic information, nasopharyngeal/oropharyngeal swab samples, and blood samples from 828 residents during November 2015 and December 2015–January 2016. We found confirmed infection for 19 (8 by reverse transcription PCR and 11 by serologic testing). Infection attack rates varied (2.7%–32.3%) by dormitory building. No deaths occurred. Independent risk factors for infection were direct contact with a confirmed case-patient and sharing a room with a confirmed case-patient; a protective factor was having an air conditioner in the bedroom. For 9 women from whom a second serum sample was collected, antibodies remained detectable at titers >1:20 by pseudoparticle neutralization tests (n = 8) and 90% plaque-reduction neutralization tests (n = 2). In closed high-contact settings, MERS coronavirus was highly infectious and pathogenicity was relatively low.