A fossil finger found among stone tools in the Arabian sands offers new clues to how humankind emerged from Africa, an international team of archaeologists announced Monday.

The single finger bone—the first ancient human fossil discovered in Saudi Arabia—is the oldest reliable evidence of early humans outside Africa and the Levant, an area along the Mediterranean that includes Israel. It belongs to an era more than 85,000 years ago when the Nefud Desert where archaeologists discovered it was a freshwater lake surrounded by...