The gunmen entered the building and freed an unspecified number of people held at the intelligence police headquarters before leaving, a police official told Reuters in Sanaa.

There was heavy exchange of gunfire for more than an hour with the gunmen who wore military uniforms, and smoke rose from the area which also houses the state television building in the southern port city, residents told Reuters.

The police official said the attack caused a fire at the building, which was being brought under control. He declined to give details on possible casualties.

Al Qaeda's wing in the impoverished Arab state threatened on Friday to respond to a government crackdown against it in eastern Yemen, calling on local tribesmen to take up arms against the government.

Yemen jumped to the forefront of Western security concerns after the regional Al-Qaeda wing based in the country claimed responsibility for a failed attempt to bomb a US-bound plane in December.

Yemen, under international pressure to quell domestic conflicts to focus on Al-Qaeda, is struggling to curb a growing southern separatist movement and cement a fragile truce with northern Shiite rebels.