Iran has accused Saudi Arabia of attacking its embassy in Yemen's capital Sanaa and wounding a number of staff in an airstrike, state media reported.

Citing Deputy Foreign Minister Hossein Amir Abdollahian as source, Iran's IRNA news agency said a missile hit near the embassy and that a security guard suffered serious injuries, according to USA Today.

Other witnesses said the airstrike hit a house across the street from the embassy. Noaman al-Idrisi, a Yemeni security official at the scene, told the New York Times Thursday that some Iranian embassy guards were wounded shrapnel from the missile. A reporter for the Associated Press saw no damage to the embassy, the AP said.

"The intentional act of the Saudi government was a violation of all international conventions and regulations about protecting the security and safety of diplomatic missions in all situations," Iranian Foreign Ministry Spokesman Hossein Jaber-Ansari said, according to IRNA.

"The Saudi government is responsible for the measure and also for compensating losses inflicted on both the building and the injured embassy guards. It goes without saying that the Islamic Republic of Iran reserves the rights to pursue the issue through legal channels."

The Saudi military coalition fighting in Yemen said it will look into the accusations but assured that no strikes took place near the Iranian embassy.

Coalition spokesman Brig. Gen. Ahmed Asseri said coalition jets carried out heavy airstrikes in Sana'a on Wednesday night, targeting missile launchers used by the Houthi militia. He said the group has been used civilian facilities, including abandoned embassies.

The Saudi-led coalition, which is supported by the U.S., is targeting Houthi rebels aligned with former President Ali Abdullah Saleh, who resigned in 2012 following a popular uprising against his rule, RT reported.

Thursday's allegation came as Iran stopped the import of all products made in Saudi Arabia. The decision was made in a cabinet meeting chaired by President Hassan Rouhani, ISNA news agency reported.

The Iranian cabinet also reportedly reaffirmed a ban on Umrah pilgrimages to Makkah, which was first imposed in April 2015 after an alleged sexual assault on two male Iranians by Saudi airport guards.

On Sunday, Saudi Arabia cut diplomatic ties with Iran after protesters set fires at the Saudi embassy in Tehran. The move came just one day after Saudi authorities executed a prominent Shia cleric.

Saudi allies Bahrain and Sudan also disclosed this week they were severing diplomatic ties with Iran. The United Arab Emirates and Kuwait, meanwhile, have scaled back relations with the country, according to reports.

Rouhani earlier criticised the Saudis for killing Shia cleric al-Nimr al-Nimr but said the attack on the Saudi embassy was wrong and not "justifiable."

Iran Prosecutor General Ebrahim Raeesi said Thursday the investigation into the attack on the Saudi embassy was ongoing.