Saudi Arabia's mass purge of elites accused of corruption "raises a few concerns", US Secretary of State Rex Tillerson said on Friday, adding that Washington was closely monitoring the Gulf country's unprecedented probe into alleged embezzlement worth $100 billion.

Speaking to reporters before landing in the Vietnamese city of Danang, where Tillerson is accompanying President Donald Trump to the APEC summit, Washington's top diplomat said Saudi Arabia's anti-corruption purge was "well intended".

"My own view is that it raises a few concerns, until we see more clearly how these particular individuals are dealt with," he said.

"How disruptive it's going to be remains to be seen," Tillerson said, adding he had spoken to his Saudi counterpart Adel al-Jubeir two days ago.

"It's my understanding that they're characterizing these as not really arrests at this point but they're presenting people with evidence of what they think the wrongdoing is to see if there's a willingness to want to make things right," he added. "So how they choose to deal with it at this point is still a bit unclear but I wouldn't want to read more than what we know at this point."

Around 200 people are being held for questioning over what Saudi Arabia says is an estimated $100 billion embezzlement and corruption scandal, the biggest purge of the kingdom's elite in its modern history.

Crown Prince Mohammed bin Salman is consolidating his power and among the dozens of high-profile figures sacked or arrested were princes, ministers and billionaire business tycoon Prince Al-Waleed bin Talal.

The purge comes as regional tensions soar, with Saudi Arabia and Iran squabbling over a failed missile attack against Riyadh airport on Saturday, that was claimed by Tehran-backed rebels in Yemen.

A political crisis is also unfolding in Lebanon after prime minister Saad Hariri announced his shock resignation in a speech from Riyadh, citing Iran's "grip" on his country and threats to his life.

A day after the reported arrests of 11 princes, US Pre­sident Donald Trump sent a strong message of support to the Saudi king and his heir in a telephone call.

A readout of the call, released by the White House, included assurances of continued US support to the king and his policies, offering more “appropriate military equipment” when needed and backing his efforts to promote “moderation and tolerance”.