"During an air raid by Saudi Arabia against Sanaa, a rocket fell near our embassy and unfortunately one of our guards was seriously wounded," Deputy Foreign Minister Hossein Amir Abdollahian said, quoted by official news agency IRNA.
"We will inform the Security Council of the details of this attack within several hours," he said.
"Saudi Arabia is responsible for the security of our diplomats and of our embassy in Sanaa," he said.
A Saudi-led Arab coalition has been carrying out air strikes since March in Yemen against Iran-backed Shiite Huthi rebels.
Also Read
Several allies of Saudi Arabia, including Bahrain, Sudan, Djibouti and Somalia followed suit in cutting ties, as the crisis between the Middle East's foremost Sunni and Shiite Muslim drew international concern.
Abdollahian today also rejected Bahrain's claim of Iranian involvement in an alleged "terrorist" cell that was plotting attacks in the tiny Gulf kingdom.
Bahrain announced yesterday it had dismantled the cell, which it said was linked to Iran's Revolutionary Guard and Lebanon's Tehran-backed Hezbollah militia and was planning to carry out a series of bombings.