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The United States has imposed unilateral sanctions on Iran, saying its missile tests violate a United Nations resolution, which calls on Tehran not to undertake activities related to missiles capable of delivering nuclear weapons. Iran says it has no such plans.
Britain and France have voiced concerns about the latest test on Saturday.
Iran said in its announcement that the Khorramshahr missile could carry several warheads.
State broadcaster IRIB carried footage of the missile test without giving its time and location. It included video from an on-board camera which it said showed the detachment of the cone that carries multiple warheads.
"You are seeing images of the successful test of the Khorramshahr ballistic missile with a range of 2000km, the latest missile of our country," state television said, adding this was Iran's third missile with a range of 2000km.
The Khorramshahr missile was first displayed at a military parade on Friday, where President Hassan Rouhani said Iran would strengthen its missile capabilities.
"Extremely concerned by reports of Iran missile test, which is inconsistent with UN resolution 2231. Call on Iran to halt provocative acts," British Foreign Secretary Boris Johnson wrote on Twitter.
France alled on UN Secretary-General Antonio Guterres to carry out a full report on the launch.
"France asks that Iran cease all destabilizing activity in the region," Foreign ministry spokeswoman Agnes Romatet-Espagne said in a statement on Saturday.
"(France) will consider with its partners, notably European, the means to obtain from Iran the cessation of its destabilising ballistic activities."
Trump told the UN General Assembly on Tuesday that Iran was building its missile capability and accused it of exporting violence to Yemen, Syria and other parts of the Middle East.
He also criticised a 2015 pact that the United States and other world powers struck with Iran under which Tehran agreed to restrict its nuclear programme in return for relief from economic sanctions.
Iran's defence minister said on Saturday foreign pressures would not affect Iran's missile programme.
"On the path to improve our country's defensive capacity we will certainly not be the least affected by any threats and we won't ask anyone's permission," Brigadier General Amir Hatami said in remarks carried by state television.
The US says Tehran's ballistic missile tests violated a UN resolution that endorsed the nuclear deal.
Iran denies its missile development breaches the resolution and says its missiles are not designed to carry nuclear weapons.
"The weight of the Khorramshahr missile's warhead has been announced to be 1,800 kg (4,000 lbs), ... making it Iran's most powerful missile for defence and retaliation against any aggressive enemy," state television said.