Rupert Colville, a spokesman for rights commissioner Navi Pillay, said 21 civilians were killed and 30 others, including children, were injured when a funeral procession in southern al-Dhalai province was shelled last week.
"We call upon the authorities to make sure that those responsible are held accountable," he said in a statement.
Colville noted his office welcomed a decision by authorities in Yemen to establish a special investigation committee to look into the incident.
"Our office in Yemen is in regular contact with the authorities and will continue to closely follow up the outcome of this investigation," he said.
Yemen's national security is under threat from al-Qaida, Shiite rebels in the north and southern separatists. South Yemen was an independent country prior to 1990.
Yemen's official Saba News Agency reports a car bomb exploded prematurely in al-Bayda province Tuesday. The report said it was part of an al-Qaida plot. Gunmen in Aden province, formally in South Yemen, killed two security officials Tuesday, Saba adds.