The US embassy in Sanaa said on Monday it had received a threat of "possible attack" and asked US citizens in Yemen to exercise caution.
"The US embassy has received a threat against the embassy compound regarding a possible attack which could take place in the foreseeable future," the embassy said in a message posted on its web site.
"US citizens in Yemen are advised to exercise caution and take prudent security measures in all areas frequented by Westerners," the message read.
It asked Americans to maintain a "high level of vigilance" and avoid crowds and keep a low profile.
Witnesses said police forces closed a street passing by the embassy compound in the Sheraton area in eastern Sanaa, and dozens of police personnel were deployed around the compound.