Another person was killed and three injured in the shooting as they drove through a southern Yemen province, they said.
Further details were not immediately available.
The government of Yemen, the poorest country in the Arab world, is facing a secessionist movement in the south.
It has also been battling a Shiite insurgency in the north and a resurgent Al-Qaeda.
The northern rebels and the government agreed last week to a truce to end a war that has raged on and off since 2004.
Previous truces have not held. In a separate incident on Friday, clashes erupted between security forces and unidentified gunmen in the southern province of Al-Dalea. No injuries were reported.
People in the south, home to most of Yemen's oil facilities, have long complained that northerners have abused a 1990 agreement uniting the country to grab their resources and discriminate against them.
Western governments and neighboring Saudi Arabia, the world's biggest oil exporter, fear Al-Qaeda is exploiting the instability in Yemen to recruit and train militants to launch attacks in the region and beyond.
(Reporting by Mohammed Mukhashaff; Writing by Tamara Walid in Dubai; Editing by Janet Lawrence)
