The two were advisers to the Yemeni armed forces, the Barakish news website reported.
On Monday evening, 12 suspected members of al-Qaeda were killed in an air raid on the restive southern province of Abyan, according to a website affiliated with the Defence Ministry.
Militants have repeatedly called for attacks on foreign diplomats and embassies.
Last week, a lawmaker was assassinated by assailants on a motorbike in Sana’a.
Authorities have blamed the violence on militants linked to al-Qaeda.
Yemen is a stronghold of al-Qaeda in the Arabian Peninsula, and US drone strikes aimed at Islamist militants in Yemen have increased in recent month.
Drive-by shootings and abductions have increased since the 2011 uprising against longtime leader Ali Abdullah Saleh, who stepped down in 2012.
Authorities were trying to identify the bodies, it said.
A Russian military expert was killed and another injured on Tuesday when gunmen driving a motorbike opened fire on them in the Yemeni capital, Sana’a, local media reported.
Drive-by shootings and abductions have increased since the 2011
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