Former Vice President Dick Cheney blasted President Obama Monday for his handling of the downed U.S. drone in Iran, saying he should have destroyed the drone immediately to protect U.S. intelligence.

"The right response to that would have been to go in immediately after it had gone down and destroy it," Cheney said told Erin Burnett of CNN's' "OutFront"

Cheney said the president had three options on his desk but rejected all of them. "They involved sending somebody in to try to recover it or, if you can't do that, and admittedly that would be a difficult operation, he certainly could have gone in and destroyed it on the ground with an air strike," he said.

"But he didn't take any of the options. He asked nicely for them to return it. And they aren't going to do that," Cheney said.

The president said Monday that the United States has asked for the drone back. "We'll see how the Iranians respond," Obama said.

Instead of returning the drone, Cheney said the Iranians will likely "send it back in pieces after they've gotten all the intelligence they can out of it."