Soleimani, the head of the Islamic Revolutionary Guard Corps' foreign operations arm, was killed Friday along with an Iraqi pro-Iran leader and their entourage by a US air strike near Baghdad international airport.

The strike, ordered by President Donald Trump, came three days after an attack on the US embassy in the Iraqi capital by a pro-Iran mob.

The Islamic Republic immediately warned of "severe revenge" and threats of reprisals were relayed by its regional allies including Lebanon's Hezbollah Shiite militant group and Yemen's Huthi rebels.

"This is this moment where Iran's proxy partners around the region are going to be called on to step up and support Iran. This is this moment that analysts have been worried about and warning about," said Sanam Vakil from the London-based Chatham House.

"These relationships that are quite separate are now going to be linked together in a transnational way."

The prospect of a coordinated response among Iran's militant allies "is probably the worst case scenario that we should be thinking about," she said.

Iraq, where the Islamic republic is most influential and from where the US has asked its nationals to depart immediately, would be the "easiest target", Vakil said.

But there are other possibilities. Several pro-Iran groups have the capacity to carry out attacks on US bases in Gulf states as well as against shipping in the Strait of Hormuz -- the strategic waterway that Tehran could close at will.

They could also strike US troops in Syria, American embassies across the region, or Washington's allies, including Israel and Saudi Arabia.

"War? Chaos? limited reprisals? Nothing? Nobody really knows -- neither in the region or in Washington -- because this is unprecedented," said Kim Ghattas of the Carnegie Endowment for International Peace.

- Moderation, not confrontation -

The United Arab Emirates, an ally of the US and Saudi Arabia in their rivalry against Tehran, was the first Gulf nation to react, with Minister of State for Foreign Affairs Anwar Gargash calling for "wisdom and moderation" rather than "confrontation and escalation".

"This is a huge escalation of an already unstable situation in the Middle East, the region cannot afford more tension," said Jaber Al Lamki, a media official with the UAE government.

"Those countries must be feeling very concerned about the potential fallout and the risk to their societies and their economies," said Vakil.

A string of attacks attributed to Iran has caused anxiety in recent months as Riyadh and Washington deliberated over how to react.

"Both Abu Dhabi and Riyadh have watched the developments in Iraq over the weekend with great concern, fearing that Iran might respond against US forces on their territory," said Andreas Krieg of King's College London.

The timidity of the American reaction to devastating missile and drone attacks against Saudi oil installations in September led Riyadh and Abu Dhabi to adopt a more conciliatory approach aimed at avoiding confrontation with Iran "at all costs", he said.

Even though the Gulf states are united in condemnation of the attack on the US embassy in Baghdad, "none of them would take the risk at this point of being dragged into this spiral of escalatory violence," Krieg said.

If Tehran does decide to target American forces in the Gulf, it will have to do so without completely destroying its fragile relationships with Gulf states, by targeting US troops directly and without collateral damage, he predicted.

Aziz Alghashian, a specialist in Middle East affairs at the University of Essex, was sceptical that tough Iranian rhetoric will be followed by matching action.

"This is why the US strikes are significant, they delivered a robust message to Iran, and all who follow Iran, that if US officials are targeted, there will be a strong response."

While Saudi Arabia and the UAE may be targeted with "symbolic" retaliation, the two Gulf powers are relieved that the US is finally taking a strong line against their arch-rival, he said.