Yemen's powerful ex-president Ali Abdullah Saleh on Sunday called on citizens and the army to retaliate inside Saudi territory for an airstrike on a funeral hall that the United Nations said killed at least 140 people.

Thousands of residents of Sana'a meanwhile protested against a Saudi-led coalition they blamed for the Saturday attack, which has led the US to say it will review its support for Riyadh's air campaign against the Houthi rebels who control the capital.

Saleh, an ally of the Houthis who still commands the loyalty of Yemen's most effective military units, called on citizens and troops to "head with your weapons and equipment to the frontlines."

"The Defence Ministry... must make the necessary arrangements to receive the fighters on the frontlines in Najran, Jazan and Asir," Saleh added, referring to border regions inside Saudi territory.

The Houthis and their allies have repeatedly carried out incursions into Saudi Arabia since Riyadh launched an air campaign against the rebels last year in aid of Saleh's successor, the internationally recognized President Abd Rabu Mansour Hadi.

Thousands meanwhile rallied to condemn what they described as a "massacre" inside the Sana'a funeral hall bombed on Saturday, as rescuers continued to comb the rubble for victims.

The rally, mostly by supporters of the Houthi rebels, was held near a UN office where the protesters chanted slogans against the Saudi-led coalition supporting Hadi.

UN Secretary General Ban Ki-moon called for a ”prompt and impartial investigation” into the attack, his spokesman said on Sunday.

“The Secretary-General notes that any deliberate attack against civilians is utterly unacceptable ... Those responsible for the attack must be brought to justice.”

Ban has previously called on Riyadh to end its bombing campaign, which the UN says is responsible for the majority of the conflict's civilian casualties.

Witnesses said that multiple airstrikes hit the hall in southern Sana’a.

“I was praying in the Nour al-Salam Mosque, which is a few metres from the hall when I heard the sound of a violent airstrike,” Abdul Karim Dukhaish, a witness, told dpa.

“I ran to my house near the hall fearing for my family. When I was on my way, a second strike came and hit the hall again.”

Other witnesses said that there were more than 1,000 mourners inside the hall at the time of the attack.

They were attending a funeral ceremony for the late father of pro-rebel Interior Minister Galal al-Ruwaishan, who survived unharmed.

Sana'a has been controlled by the Iran-aligned Houthis, in alliance with Saleh, since September 2014 amid an escalating power struggle between them and the Saudi-backed Yemeni government.

Saturday’s attack is believed to be one of the deadliest in the impoverished country since Saudi Arabia and fellow Sunni allies started an air campaign against mostly Shiite rebels in Yemen in March 2015.

A Saudi airstrike that hit a wedding in a western Yemeni village a year ago killed some 132 people.

The Saudi-led alliance denied responsibility for Saturday's deaths, saying it will investigate the incident.

The United States said Saturday it would begin an "immediate review" of its support for the coalition after the attack.

Washington has previously defended its backing for the Saudi-led coalition and rejected parallels with Russian and Syrian bombing campaigns in Aleppo that it condemns.

The US has flown over 1,000 refuelling missions in support of the coalition air campaign, as well as providing targetting advice and supplying military equipment.

US State Department spokesman John Kirby last month said Washington had repeatedly raised concerns with Riyadh about "the lack of precision in some strikes," but argued that Saudi Arabia was acting in self-defence.

Saudi Arabia fears that the mainly Shiite Houthis will give its regional rival, Shiite Iran, a strategic foothold on the Arabian Peninsula.

The conflict in what was already one of the poorest countries in the Arab world has led to serious food and water shortages. On Friday the UN warned that a cholera outbreak had been confirmed in Sana'a.

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