The action came in the wake of an attack Sunday in Hodeida on U.S. contractors. Mareb Press said the gunmen involved likely were linked to al-Qaida in Yemen.
The Yemen Post reported Tuesday the contractors were in Yemen to train the local coast guard as part of a military assistance agreement with the Pentagon.
Violence against foreign nationals is on the increase in Yemen, al-Masdar Online said on Tuesday.
A Spanish policeman who had vanished on his way to the airport for a trip home was found dead. Al-Masdar quoted anonymous sources as saying authorities could not establish the cause of death. A police investigator told the Web site al-Sahwa the victim had been found "with a firearm at his side."
The Socialist Forum said the suicide theory did not match witnesses' accounts of a kidnapping by unidentified gunmen.