She said Washington would be discussing options for Security Council action against Tehran, although that immediately drew strong reservations from Moscow.
A Saudi-led coalition has been battling rebels in Yemen since March 2015 and has repeatedly accused Iran of backing its co-religionists.
However, Tehran strongly denied that it had supplied weapons to Yemeni rebels which they used in attacks on its archfoe Saudi Arabia as alleged by both Riyadh and Washington.
"We have no arms link with Yemen," foreign ministry spokesperson Bahram Ghasemi told the ISNA news agency, after Saudi Arabia said it had intercepted a rebel missile over Riyadh on Tuesday that it suggested was "Iranian-manufactured".
"The accusation that Iran gives weapons to various groups is rejected and we strongly deny it," he said.
Pakistan condemns Houthi missile attack on Saudi royal palace
"Yemen is in a blockade and such possibility does not exist anyway."
The audacious attack aimed at the heart of Saudi power follows the downing of another missile last month near Riyadh airport that triggered the tightening of a Saudi-led blockade on hunger-stricken Yemen.
Weapons used by the rebels "to defend against violation and non-stop attacks" are leftovers of previous governments, Ghasemi said.
"There isn't even the possibility of sending humanitarian aid."
"The possession of Iranian-manufactured ballistic weapons by terrorist organisations, including the Iran-backed Houthi militia, is a threat to regional and international security," coalition spokesperson said on Tuesday.
More than 8,750 people have been killed since Saudi Arabia and its allies joined the beleaguered government's fight against the rebels, triggering what the UN has called the world's worst humanitarian crisis.
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