Lithuanian UN Ambassador Raimonda Murmokaite, chair of the council's Yemen sanctions committee, said all 15 members had agreed to blacklist Saleh. He is now subject to a global travel ban and asset freeze.
Saleh has denied seeking to destabilize Yemen and his party warned after a meeting on Thursday that any sanctions on the former president or "even waving such a threat would have negative consequences on the political process."
The UN Security Council in February authorized sanctions against anyone in Yemen who obstructs the country's political transition or commits human rights violations, but stopped short of blacklisting any specific individuals.
The United States submitted a formal request to the Yemen sanctions committee a week ago for Saleh, Reuters reported.
Yemen, a US ally that borders oil-producer Saudi Arabia, is trying to end political unrest that began with mass protests against Saleh, president for 33 years until he stepped down in 2012.