The British government announced Aug. 6 it pulled its diplomats out of Yemen as a security precaution. The U.S. State Department closed a number of embassies in the Middle East and North Africa because of an alleged regional threat from al-Qaida.
"There is a high threat from terrorism throughout Yemen," last week's warning said.
Marriot used her official Twitter account to announce she returned Thursday to the Yemeni capital.
"Looking to reopen the embassy in the next couple of days," her message read.
The Yemeni government this week downplayed the threat level, saying its security forces were able to respond to the heightened state of alert.
The official Saba news agency reported Wednesday it had assurances from U.S. Ambassador Gerald Feierstein the U.S. Embassy in Sanaa would re-open soon.
U.S. State Department spokeswoman Marie Harf said this week there was no schedule for the re-opening. There was no announcement Thursday from either embassy.
The Yemeni government last week said it was able to thwart al-Qaida attacks.
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