Gulf Arab Yemen, whose neighbor Saudi Arabia is the world's largest oil exporter, also vowed to keep up strikes on Al-Qaeda.
Western powers fear Yemen could become a failed state in which the global militant group could thrive.
"The Yemeni government takes Al-Qaeda threats seriously, and the security apparatus will deal with them," the Defense Ministry's online "September 26" newspaper quoted Abubakr Al-Qirbi as saying.
"The Yemeni government is responsible for protecting its regional waters and its security apparatus has proved that it is capable of doing this," Qirbi was quoted as saying.
The Yemen-based wing of Al-Qaeda called this week for a regional Muslim holy war and a Red Sea blockade to cut off US shipments to Israel, a further sign of the group's ambitions to mount new strikes outside its base.
Yemen is in the throes of a major crackdown on the global militant network's regional off-shoot, which grabbed the world's attention when it claimed a failed December bomb attack on a US-bound plane.
Impoverished Yemen, located at the southern rim of the Arabian Peninsula, is also struggling with northern Shiite rebels and southern secessionists.
Yemen sits strategically near one of the world's busiest shipping corridors. Its southwest corner marks a narrow strait that, if blocked, would cut off access to Egypt's Suez Canal from the south.
The Yemen-based Al-Qaeda wing's deputy leader called on Somalia's Islamist al Shabaab insurgents in an audiotape this week to help block a narrow strait at the mouth of the Red Sea that separates Yemen from the Horn of Africa.
The area across the strait from Yemen, however, is far from al Shabaab's territory.
Yemen, which escalated a crackdown on Al-Qaeda after the failed plane attack, said it would continue to strike Al-Qaeda in its territory and that it was hemming in the militant group.
"There is no truce with terror, and the security apparatus will continue strikes on its dens, wherever they are," September 26 quoted an interior ministry official as saying.
"The threats the Al-Qaeda organization launches from time to time will not scare the security apparatus," adding that Yemeni security was "fine and is in a good state."
Yemen's top national security body held a meeting headed by President Ali Abdullah Saleh after the Al-Qaeda audiotape was posted to an Islamist website. State media said the government would take all necessary measures to maintain security and public order.
