As a mixed group of men and women were dancing to the popular song, the gunman, who was carrying an AK-47 assault rifle, shot at several other bystanders, the Daily Telegraph, Britain, reported Friday.
A video of the event posted to the website LiveLeaks showed at least three victims lying on the ground while other guests fled the scene.
Yemen, known for being an Islamic stronghold, is one of the most heavily armed countries in the world.
While there are strict rules for Yemeni weddings, guns are common at such events.
Last year, a tribal sheik was killed by gunfire at a wedding, leading to a nationwide petition against guns.