The Interior Ministry said security was tightened in the country for Western embassies, airports and other national security interests ahead of Eid al-Fitr, a celebration beginning Wednesday evening to mark the end of Ramadan.
The official Saba News agency said the plan calls for stricter inspections and high-profile checkpoints at city gates to bar the movement of armed elements within the country.
The British government said its Embassy in Sanaa closed Sunday for two days in light of heightened security concerns.
"There is a high threat from terrorism throughout Yemen, as well as a very high threat of kidnap from armed tribes, criminals and terrorists," the government said Sunday.
The U.S. State Department last week announced it closed more than a dozen embassies in the Middle East and North Africa in response to concerns about a possible al-Qaida attack overseas.
U.S. lawmakers and defense officials told various television news programs Sunday they believe al-Qaida in the Arabian Peninsula, the Yemeni branch of al-Qaida, may be the likely culprit in any attack on Western interests in the coming days or weeks.
President Barack Obama met Thursday in Washington with visiting Yemeni President Abdo Rabu Manour Hadi to discuss the national security situation in Yemen.