Meanwhile, Iranian President Hassan Rouhani said those who have provided "propaganda and intelligence support" for the terrorists are accountable for the attack.

Rouhani ordered Iranian intelligence agencies to arrest the perpetrators behind the attack.

"The Islamic republic will give a crushing response to the slightest threat against the country," he vowed.

Iran's Foreign Minister Mohammad Javad Zarif also tweeted that "Iran will respond swiftly and decisively in defense of Iranian lives."

On Saturday morning, four armed men clad in the uniform of Iranian Islamic Revolution Guard Corps (IRGC) attacked the military parade in Ahvaz, capital of Khuzestan Province, which was marking the anniversary of Iran-Iraq war in 1980-1988