Washington, Paris, London and Berlin said as much in a letter dated Monday to the Spanish ambassador Roman Oyarzun Marchesi, who is in charge of the issue within the council.
The same powers last July signed an historic nuclear accord with Tehran to limit its nuclear programme in exchange for the lifting of crippling sanctions.
The letter obtained by AFP says the missile launches were "destabilizing and provocative" and defied a 2015 UN resolution, number 2231.
That agreement lifted most international sanctions imposed on Iran. But it maintained a ban on Iran's launch of ballistic missiles capable of carrying nuclear warheads.
The joint letter said the two kinds of missiles fired by Iran in March (Shahab-3 and Qiam-1) "are inherently capable of delivering nuclear weapons."
Iran argues that these missiles are not covered by the UN resolution.
The four signatories of the letter also called on the Security Council to meet in its so-called 2231 format. This is a procedure established to monitor Iran's nuclear activities since the old sanctions committee was disbanded after the nuclear accord was reached.
"The goal is to send a message to the Iranians that we are watching," one diplomat said.
A closed-door meeting of the Security Council on March 14 failed to yield any consensus.
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