Washington (CNN) The Saudi Ambassador to the United States would not rule out the possibility of the Saudis creating their own nuclear bomb to counterbalance a nuclear-armed Iran in an interview with CNN's Wolf Blitzer on Thursday.

"This is not something we would discuss publicly," Ambassador Adel Al-Jubeir said on "The Situation Room." Later, when pressed, he said, "This is not something that I can comment on, nor would I comment on."

"But the kingdom of Saudi Arabia will take whatever measures are necessary in order to protect its security," he added. "There are two things over which we do not negotiate: Our faith and our security."

Al-Jubeir said, however, the details disclosed by the Obama administration to the Saudis about the developing nuclear deal with Iran were "positive."

"I can't say that we like it, because we don't know the details," he said. "The assurances we have received from the administration have been positive but we want to see the details before we can make a judgment."