O’Brien, the UN under-secretary-general for humanitarian affairs, said he was "deeply disturbed" by the news that civilians had been killed in Wednesday evening’s bombing.
"I call for a swift, transparent and impartial investigation into this incident", O’Brien said in a statement.
"Real accountability for parties to conflict, whether they are states or non-state groups, is urgently needed, to ensure that the commitment under international law to protect civilians is meaningful", he said.
O’Brien quoted Yemen’s ministry of public health as saying that at least 47 people were killed and 35 were injured, among them many women and children, in the Saudi-led airstrike on Wednesday.
The airstrike hit a house where dozens of people were celebrating in the town of Sanban in Dhamar province, 60 miles south of the capital Sanaa, residents said.
It was the second air strike by the Saudi-led coalition on a Yemeni wedding party in just over a week.
O’Brien further said that 4,500 civilians have been killed or injured since the Saudi-led coalition began air strikes in Yemen in late March.
"That is more than in any country or crisis in the world during the same period", he noted.
"With modern weapons technology, there is little excuse for error", he added.