Yemen’s security forces have been placed on a state of high alert amid fears of an al-Qaeda-linked attack.
In the capital, Sanaa, tanks and troops have surrounded foreign missions, government offices and the airport.
Both the US, which closed 20 embassies worldwide on Sunday, and the UK have withdrawn diplomatic staff from Yemen and urged their citizens to leave.
Yemen has criticised the withdrawal, saying it served the interests of extremists.
The US embassy and consulate closures reportedly followed intercepted conversations between two senior al-Qaeda figures, including top leader Ayman al-Zawahiri, suggesting renewed terrorist attacks.