They were arab from very old time before Jesus peace be upon him and Mohammed peace be upon him. They called Thamud people and God (Allah) sent to them prophet Salih (or Saleh) peace be upon him.
Here the translation of what God (Allah) said in Qura'an:
(To the Thamud people (We sent) Salih, one of their own brethren: he said: "O my people! worship Allah; ye have no other god but Him. Now hath come unto you a Clear (Sign) from your Lord! this she-camel of Allah is a Sign unto you: so leave her to graze in Allah's earth, and let her come to no harm, or ye shall be seized with a grievous punishment - 73 - And remember how He made you inheritors after the 'Ad people and gave you habitations in the land: ye build for yourselves palaces and castles in (open) plains, and carve out homes in the mountains; so bring to remembrance the benefits (ye have received) from Allah, and refrain from evil and mischief on the earth - 74 - )
Reference:Holy Quran - [Surah Al-A'raf, verse 73&74]