Two large explosions were heard in Yemen's capital Sanaa on Sunday, close to the defense ministry and the central bank, locals told Reuters.
"The explosions were followed by heavy gunfire," a resident in the area said.
There was no immediate word on casualties or the cause of the blasts.
One of the poorest countries in the Arab world, Yemen has been in turmoil since mass protests in 2011 forced long-serving President Ali Abdullah Saleh to step down.
In December last year, a suicide bomb and gun attack near the defense ministry killed 52 people.