HELLO,
There are play areas in both malls Afraa, and Al Waha. Afraa has an ice skating ring and arcade with bumper cars and things like that, Al Waha also has an arcade for kids.
There are pools in the area like the one at Afraa mall, but if you have boys they wont be able to go with you on the women's day, a male family member could take them during the mens day.
There's also a zoo, they don't have too many exhibits or exotic animals but it might still be worth the visit.
You could visit Al Mogran family park or Al Riyadh Family park. I think there are a couple others but some were closed when I visited, hopefully they'll be open in august.
Tuti island which is like a makeshift beach could be kid friendly, although i don't think you or the kids will be able to swim there.
There also botanical gardens and museums that could provide some educational fun if your kids are into things like that.
hopefully this helps.
