Saudi Arabia could build or obtain nuclear weapons in the future, the nation's ambassador said this week.

"This is not something we would discuss publicly," Ambassador Adel Al-Jubeir told Wolf Blitzer Thursday on CNN.

When Blitzer pressed Al-Jubeir further, he said, "This is not something that I can comment on, nor would I comment on.

"But the kingdom of Saudi Arabia will take whatever measures are necessary in order to protect its security," he added. "There are two things over which we do not negotiate: our faith and our security."

Al-Jubeir's comments came as the Saudis and allied forces launched airstrikes against rebel Houthi forces in Yemen that are allied with Iran. On Saturday, Saudi Arabia's navy evacuated dozens of diplomats from Yemen and the United Nations pulled out its international staff.

The ambassador told CNN that other Middle Eastern countries were "concerned" about the possibility of Iran obtaining nuclear weapons.

The fears come despite assurances from the Obama administration that "all paths leading to a nuclear weapon by Iran will be cut off," he said, and that "very intrusive inspections" would occur to prevent Tehran from succeeding.

As for Saudi Arabia, Al-Jubeir said Iran's "interference in the affairs of other countries in the region" was a major issue.

"We believe Iran's behavior ... is not reassuring to people in the region," he told CNN.

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