Saudi warplanes "deliberately" struck Iran's embassy in Yemen in an air raid that wounded staff, Tehran said today, as tensions between the two regional powers mounted.

"This deliberate action by Saudi Arabia is a violation of all international conventions that protect diplomatic missions," foreign ministry spokesman Hossein Jaber Ansari was quoted as saying by state television.

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"The Saudi government is responsible for the damage caused and for the situation of members of staff who were injured," Ansari added, without specifying when the alleged strike took place.

"The Islamic republic reserves the right to pursue its interests in this matter," he said.

Iranian protesters set fire to the Saudi Embassy in Tehran during a demonstration against the execution of prominent Shiite Muslim cleric Nimr al-Nimr by Saudi authorities. Photo: AFP

Often at loggerheads over regional issues, a full-blown split between Sunni-majority Saudi Arabia and Shiite-dominated Iran erupted at the weekend when Riyadh executed prominent Shiite cleric and activist Nimr al-Nimr along with 46 others.

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Nimr's death sparked demonstrations in many countries including Iran, where protesters stormed and set fire to the Saudi embassy in Tehran as well as the kingdom's consulate in second city Mashhad.

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Riyadh cut ties with Tehran in response and was joined by some of its Sunni Arab allies including Bahrain and Sudan. The United Arab Emirates also downgraded relations with Iran while Kuwait and Qatar recalled their ambassadors.

A Saudi-led coalition has waged an air war on Iran-backed rebels in Yemen since March and the impoverished nation's conflict is one of the main sources of dispute between the two regional adversaries.