Defying a government ban, hundreds of Iranians are protesting against Saudi Arabia over the alleged abuse of two Iranian pilgrims visiting the Sunni kingdom.

Over 300 protesters gathered in front of the Saudi Embassy in north Tehran on Saturday to call for its closure. Demonstrators shouted: "Shame on you!" and "Death to House of Saud!" in reference to the ruling family.

Earlier, Mohammad Reza Yousefi, director of Tehran's Governor Office for Political Affairs, was quoted by the official IRNA news agency as saying any public protest would be illegal.

The protest come after two male Iranian pilgrims alleged abuse after Saudi officers at Jeddah's international airport searched them. At the same time, a Saudi-led coalition is carrying out airstrikes in Yemen against Shiite rebels known as Houthis.