Al-Qaida in the Arabian Peninsula (AQAP) said Said al-Shihri was dead, but did not say when the alleged strike took place, Voice of America reported.
His death has been announced several times by the Yemeni government, including twice in the past year.
Al-Shihri was released from the U.S. prison camp in Guantanamo Bay in 2007, where he was detained for five years. He later resurfaced as a member of AQAP.
WikiLeaks released a classified Pentagon report in 2011 that identified al-Shihri as a member of Saudi Arabia's internal security forces. After joining al-Qaida, he helped move Saudi militants through Iran to fight in Afghanistan.