The Saudi letter to the UN coincided with Saudi Crown Prince Mohammed bin Salman's meeting with UN Secretary General Antonio Guterres in NY.
Iran's ambassador to the United Nations on Wednesday urged the sides involved in Yemen conflicts to settle the crisis in the Arab state through dialogue.
He denied that his country has supplied missiles to the Yemeni Houthi militants who target Saudi Arabia's inner posts.
One Egyptian was killed and two of his countrymen were wounded by falling shrapnel in Riyadh, authorities said, with residents reporting loud explosions and bright flashes in the sky shortly before midnight.
Saudi King Salman, in comments carried by state media, pledged on Tuesday to "firmly and decisively thwart any hostile attempts" targeting the kingdom's security and stability.
While Iran has backed Shia Houthi rebels, Britain has continued to supply arms to Saudi Arabia, drawing strong and sustained criticism from rights groups due to alleged war crimes committed by the Saudi-led military coalition.
The coalition intervened in Yemen in March 2015 in a campaign to restore its internationally recognised government after it was driven into exile by Houthi forces.
We "reserve the right to respond against Iran at the right time and right place", coalition spokesman Turki Al Malki told a news conference.. They nabbed over 31 terabytes of data and fed it back to the Iranian military.
"Prince Mohammed would like to be viewed as a more restrained and composed leader" while touring his closest Western ally, the United States, according to Ehsan Khomen, MENA strategist at MUFG consultancy.
The senior Iranian official added that the Saudi regime should "abandon adventurism and warmongering and engage in constructive political dialog with Yemen, which is its neighbor, while respecting the people's rights".
Yemen's defenseless people have been under massive attacks by the Saudi-led coalition for three years but Riyadh has reached none of its objectives in Yemen so far.
"On the other hand, by making such claims, Saudi Arabia seeks to cover up its failures in Yemen", he noted.
The independent watchdog said it examined a fiberglass-encased bomb, packed with explosives, and found a type of Chinese-manufactured wire covering used in other Iranian materiel.
The Saudis have maintained the narrative that Iran is behind the Yemen War throughout, but have struggled to prove the weapons smuggling they allege. "He tried to convince me that Israel should strike Iran".