The two men were in a car near the European Union mission when they were shot. Their Yemeni driver was also injured in the attack. The name of the agent killed, who was French, was not reported.
The shooting came as Yemen’s army continued battling al-Qaida militants in the southern part of the country. Yemen’s defense ministry said 37 militants have been killed in current operations.
Westerners in Yemen have been targeted several times recently. A German diplomat was wounded in a shooting last week.
European Union foreign policy chief Catherine Ashton said of today’s shooting, “The EU’s presence in Yemen aims only to assist the country in its transition to democracy, and in its economic development. To target persons engaged in this effort is evil and senseless.”