Zarif made the remark while addressing the Council on Foreign Relations (CFR) in New York.
The Iranian foreign minister is in New York to attend the United Nations General Assembly (UNGA) High-level Meeting on Sustaining Peace.
In further comments Zarif said: “We talk a lot about each other, particularly when we come here. Our neighbours, particularly Saudi Arabia, wants to create an impression that we are an existential threat to them. You just saw a very expensive two-week tour of the United States, and that was one of the most important messages that the Saudis wanted to convey.”