Yemen on Saturday launched a probe into two packages containing explosives addressed to US synagogues in air-freight from the Arabian Peninsula country, a government spokesman said.
Saba news agency also quoted the unnamed official as saying Yemen would pursue its efforts to "fight against terrorism," amid renewed pressure from the West to stop Al-Qaeda militants who are believed to have sent the explosives.
Security and civil aviation authorities "have begun an investigation" into the suspicious packages," the spokesman said.
"This probe is being carried out in coordination with the competent authorities in the United Arab Emirates, Britain and the United States, and its results will be announced in due time," he said.
The packages were intercepted on two cargo planes in transit for the United States -- one in Dubai and the other in Britain's East Midlands airport -- and destined for Chicago synagogues.
Their discovery unleashed an international security alert on Friday as investigators swept US cargo planes for possible Al-Qaeda bombs.
US President Barack Obama said that two packages from Yemen contained explosive material and were a "credible terrorist threat."
Obama made it clear he suspected Al-Qaeda's Yemeni-based affiliate of being behind the plot.
"Although we are still pursuing all of the facts, we do know that the packages originated in Yemen," Obama said.
"We know that Al-Qaeda in the Arabian Peninsula, the terrorist group based in Yemen, continues to plan attacks against our homeland, our citizens, and our friends and allies."
In Sanaa, the government spokesman said "Yemen will continue to conduct efforts to fight against terrorism in cooperation with the international community."
Britain was also investigating whether one of the packages intercepted at East Midlands airport was a "viable" bomb, Home Secretary Theresa May said on Saturday.
US media reported the packages contained a wire-rigged ink toner cartridge and suspicious powder and may have contained the explosive PETN.
Yemen, the ancestral homeland of Al-Qaeda chief Osama bin Laden, is the base for Al-Qaeda in the Arabian Peninsula, or AQAP.
It is also the hiding place for US-born radical cleric Anwar al-Awlaki, who has been linked to high-profile terror plots in the United States.