US Ambassador Nikki Haley said Riyadh had released information showing that the missile was an Iranian Qiam and that this weapon was not present in Yemen before the conflict.
"By providing these types of weapons to the Huthi militias in Yemen, Iran's Islamic Revolutionary Guard Corps is violating two UN resolutions simultaneously," Haley said in a statement.
"We encourage the United Nations and international partners to take necessary action to hold the Iranian regime accountable for these violations."
The accusations came amid heightened tensions after the Huthis fired a missile that was intercepted near Riyadh.
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Haley said that missile may also be of Iranian origin.
The United States "will not turn a blind eye to these serious violations of international law by the Iranian regime," she said.
Haley, a strong voice on foreign policy in the US administration, has repeatedly called on the UN Security Council to take a tougher stance toward Iran.
Haley has accused Iran of illegal arms deals and military support in Yemen, Lebanon and Syria.
The coalition said it had shot down on July 27 a missile fired by the Huthis close to Mecca, a month before the annual Hajj pilgrimage.