Tension is high across the Middle East after Saudi Arabia executed 47 people for terrorist offences, including the high-profile Shia cleric.
The sheikh was a prominent figure in protests in 2011, calling for political reform in the Sunni-ruled kingdom's Eastern Province.
Ayatollah Ali Khamenei has described Sheikh Nimr al-Nimr as a "martyr" who acted peacefully. Iran's supreme leader has warned Saudi Arabia will face what he calls "divine revenge" for its execution of a prominent Shia cleric.
He says there will be what he called divine vengeance for the Saudi leaders responsible.
Saudi Arabia says it's broken off diplomatic ties with Iran after demonstrators stormed the Saudi embassy in Tehran.
The Saudi Foreign Minister Adel al-Jubeir says all Iranian diplomats must leave Saudi Arabia within 48 hours.
