In a cabinet statement published on the state Qatar News Agency (QNA), Qatar said it would not reciprocate with the same move.
It said it would remain committed to "preserve and protect the security and stability of the Gulf Cooperation Council countries".
Earlier, Saudi Arabia, the United Arab Emirates (UAE) and Bahrain said they were withdrawing their ambassadors from Qatar because Doha had not implemented an agreement among Gulf Arab countries not to interfere in each others' internal affairs.
The move, reported in a joint statement by the three countries, is thought to be unprecedented in the three-decade history of the Gulf Cooperation Council, a pro-Western alliance of Saudi Arabia, Bahrain, Kuwait, Qatar, UAE and Oman.