"No embassy, no ambassador, the people want the ambassador expelled," they chanted.
They were met by security forces who blocked all roads leading to the mission, after similar confrontations left four people dead on Thursday.
Earlier on Friday, tens of thousands had gathered for the weekly Muslim prayers at Sanaa's Sittin Avenue where they held a peaceful demonstration against the film.
The imam leading the prayers had condemned the attack against the US mission, saying that "those who have committed these acts have insulted Islam just as the movie did."
"The attack against the US embassy is an attack against Islam," said Imam Amiredeen.
In Yemen, a group which organised protests that had brought down veteran president Ali Abdullah Saleh last year accused "remnants of the former regime who have lost there interests" following his ouster of carrying out the "sabotage acts" against the US mission.
The group, named the Revolt Organising Committee, had called for nationwide protests Friday while condemning the violence as well as the film.