The envoy's comments come after Britain this month cancelled a bid to provide training to Saudi Arabia's penal system, as criticism mounts over the absolute monarchy's human rights record.
Saudi Ambassador Mohammed Bin Nawaf Bin Abdulaziz spoke of his country's economic importance to Britain, and of the value of Saudi cooperation on security matters.
"We want this relationship to continue, but we will not be lectured to by anyone," Abdulaziz wrote in an opinion piece in Britain's Daily Telegraph newspaper.
"To further our shared strategic interests in the years ahead as we confront a variety of threats, it is crucial that Saudi Arabia be treated with the respect it has unwaveringly afforded the United Kingdom."
The ambassador's blunt and public criticism is unusual for Saudi Arabia, which has in the past preferred closed-door diplomacy in its relations with allies.
The kingdom has become more vocal in recent years with the intensification of conflicts in Syria and Yemen, and in response to the US nuclear deal with Iran.
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There has been growing concern in Britain over several Saudi human rights cases in the last few months.
The family of a septuagenarian Briton caught with home-made wine in Saudi Arabia have pleaded for the government to intervene following reports that he is going to be flogged.
A prominent Saudi blogger has been sentenced to the same punishment.
The kingdom also plans to execute young pro-democracy activist Ali al-Nimr, sparking a global outcry.
New leftist opposition leader Jeremy Corbyn raised Nimr's case with Prime Minister David Cameron, urging him to intervene.
"One recent example of this mutual respect being breached was when Jeremy Corbyn, leader of the opposition, claimed that he had convinced Prime Minister David Cameron to cancel a prison consultancy contract with Saudi Arabia," Abdulaziz wrote.
"If the extensive trade links between the two countries are going to be subordinate to certain political ideologies, then this vital commercial exchange is going to be at risk."
Saudi Arabia is Britain's most important trade partner in the Middle East and was its biggest market for arms exports last year.
Cameron also says Saudi Arabia is a key partner on security issues, and has claimed Saudi intelligence has helped saved British lives.