The bombing occurred near the Central Security Force headquarters in Sanaa, Suhail TV channel reported, after Abu Basser Nasser al-Wahishi, the leader of al-Qaida in the Arabian Peninsula,called on followers Sunday to stand firm against their enemies.
In a statement posted on a jihadist Web site, Wahishi urged militants to push forward against the armed forces and fight until their last breath, the Yemen Post reported.
"Death is inevitable and we all are going to die even if we don't want to. Hence, choose how you will die and opt for martyrdom," Wahishi said.
Citing an Islamic cleric sympathetic to al-Qaida, Wahishi said Islam "requires the blood of martyrs."
Following Monday's attack, the Interior Ministry issued an alert on all government and foreign buildings and interests.