The incident, which occurred in a Sanaa village home, killed 10-year-old Ahmed Ahmed and 6-year-old Ahmed Adly, Ahram Online reported.
Four-year-old Mohamed Mahmoud was injured.
Egypt's New Valley governorate was a field in World War II operations between Nazi and Allied troops.
Boston schools pull out free condoms over wrapping complaints
NBC reportedly holds celebs hostage to Jimmy Fallon's show