We are currently processing our spousal visa application. I have worked in Saudi Arabia, and UAE. Do I need to get police clearances from these locations?
The answer is yes.
You will need police clearances or police certificates from every country that you have worked or lived in since age 16. There are some exceptions to the rule. There are some countries that state that you're unable to obtain the police certificate if you are no longer living in the country. And since you've lived in multiple countries, you'll need to check that.
To find out if your countries have an exception specifically, go to the Department of State's website here to pull up the reciprocity schedules and select your country.