A top U.S. Air Force commander said that "Iranian markings" were discovered on the missile, according to The Associated Press.
Later in the day, Macron made a surprise visit to Saudi Arabia, where he said he was "very concerned" about Iran's ballistic missile program, adding, "There are negotiations we need to start on Iran's ballistic missiles".
"Meanwhile, France is fully aware of Iran's firm stance towards its defense capabilities, viewing it as non-negotiable", Foreign Ministry's official website quoted him as saying.
Macron, on Thursday, expressed concern about the program following allegations by Saudi Arabia that they recently intercepted a missile fired from Yemen.
Referring to the Saudi claim, the French President had raised the prospect of possible sanctions with regard to those activities.More news: Restaurants offer up Veterans Day freebies
The United States accused Iran on Tuesday of supplying Yemen's Houthi rebels with a missile that was sacked into Saudi Arabia in July and called for the United Nations to hold Tehran accountable for violating two U.N. Security Council resolutions.
Iran has denied any involvement in the missile attack while calling the Saudi accusations "false, destructive, irresponsible and, above all, provocative". The fate of the deal has fallen on the US Congress which has 60 days to reimpose nuclear sanctions.
Obama's successor Trump decertified the deal last month and slapped sanctions on Iran's powerful Revolutionary Guards.
Saudi Arabia and its allies also accuse Iran of supplying weapons to the Houthi rebels, saying the arms were not present in Yemen before conflict broke out in 2015.
"The Islamic Republic of Iran has repeatedly and clearly announced that it will not engage in any kind of dialogue with any country about its missile program within the framework of the Joint Comprehensive Plan of Action (JCPOA) or any other deal", Hossein Naqavi Hosseini told the Tasnim News Agency Friday.