Shia militiamen who seized control of Yemen's presidential palace on Tuesday are ready to face "any measures" by the UN Security Council, their chief Abdulmalik al-Huthi said.

"I advise the UN Security Council... (that) you will not benefit from any measures you wish to take" against the Huthis, he said.

"We are ready to face the consequences, regardless of what they are."

The Security Council in November slapped sanctions against two of the Shiite militia's military commanders but not on Huthi himself.