Former Vice President Dick Cheney said on Monday that President Barack Obama should have ordered an "air strike" on Iran after they recently captured a U.S. drone.

Earlier on Monday, President Barack Obama had explained that U.S. officials asked Iran to return the RQ-170 Sentinel surveillance drone.

"The right response to that would have been to go in immediately after it had gone down and destroy it," Cheney told CNN's Erin Burnett. "You can do that from the air. You can do that with a quick air strike, and in effect make it impossible for them to benefit from having captured that drone."

"I was told that the president had three options on his desk. He rejected all of them," the former vice president added.

"They all involved sending somebody in to try to recover it, or if you can't do that, admittedly that would be a difficult operation, you certainly could have gone in and destroyed it on the ground with an air strike."

For their part, Iran has called on the U.S. to apologize, saying the U.S. broke international laws by violating their airspace.