The official says three of them had fought with al-Qaida in Iraq. The official spoke Saturday on condition of anonymity because he wasn't authorized to speak to the press.
The Sept. 17 attack on the gate of the U.S. Embassy by gunmen and vehicles packed with explosives killed 19 people, including an 18-year-old American woman. It was the deadliest direct assault on a U.S. Embassy in a decade.
The official added that the U.N. headquarters in San'a has been receiving threats since mid-October.