According to Iran's state news agency Fars, the weapons were found by the fighters after they had routed the embassy's 40 man security team and were intended for forces loyal to Yemen's deposed president, Abd-Rabbu Mansour Hadi.
Houthi fighters captured the capital Sanaa in September 2014 and ultimately seized the presidential palace in January, driving the Yemeni president and his government to resign.
Hadi consequently went into exile in Saudi Arabia.
Along with the discovery of Israeli weapons, Fas news also reported that documents were found indicating U.S. plans to construct a military base in Saudi Arabia in order to monitor the Bab el-Mandab, the straits leading from the Gulf of Aden to the Red Sea.
The death toll in Yemen's ongoing civil war has reached as high as 2,000, a UN report from May announced, with approximately 115 children counted among those killed since April.
The fighting in Yemen is largely taking place between Saudi forces, and its Arab coalition partners, and the Houthi movement  which is largely in control of the country's Northwest, much of which abuts the Saudi border.