Iranian protesters burned the Saudi embassy in Tehran in response.
“This is not credible because we have not seen any evidence”, Asseri said.
In other developments, Saudi Foreign Minister Adel al-Jubeir arrived in Pakistan’s capital, Islamabad, for meetings with Pakistani leaders. “For sure we will not allow any such thing”.
Nimr al-Nimr, 57, a Shiite cleric from Saudi Arabia’s oil-rich Eastern Province, was a well-known figure at anti-government demonstrations and criticized Saudi rulers in some of his sermons for their treatment of the kingdom’s Shiite minority. They also carried posters of al-Nimr.
The coalition said no operations had been conducted near the embassy.
King Salman has taken aggressive steps over the past year since coming to power in spite of Iran’s overtures to ease tensions.
The Horn of African nation becomes the latest country to cut off diplomatic relations after Djibouti which severed its relations with Iran on Wednesday while Qatar has recalled its ambassador from Tehran. Despite the harsh political speech, an influential Iranian analyst hinted that the country would not retaliate. The move came just one day after Saudi authorities executed a prominent Shia cleric.
Residents and witnesses in Sanaa reported there was no damage to the main embassy building.
The neighborhood in Yemen’s capital, Sanaa, has been struck before as it is home to several strategic sites.
It said its investigation “also confirms the embassy building is safe and has not been damaged”. The watchdog and other groups have alleged that Saudi officials discriminate against the Shiites by rarely allowing them to build mosques and limiting their access to public education, government employment and the justice system.
The Saudis accuse Iran of supporting the Houthis in Yemen militarily – a charge it denies.
Relations between the longtime adversaries hit a fresh low on Thursday as Iran accused Saudi warplanes of deliberately targeting its embassy in Sanaa in raids that it said had damaged the property and wounded staff members.
The Sunni-ruled Bahrain, which sided with Saudi Arabia in the kingdom’s spat with Iran that erupted after al-Nimr’s execution, has cut diplomatic ties with Tehran.
Somalia followed suit Thursday, saying it had given Iranian diplomats 72 hours to leave.
On Tuesday, Iran’s President Hassan Rouhani said Riyadh can not hide the “crime” of killing a religious cleric by severing diplomatic ties with Tehran.