The state-run Saba news agency said the attack happened Monday in Hadramout province.
There was no immediate claim of responsibility.
However, al-Qaida in the Arabian Peninsula (AQAP) has carried out regular attacks on government officials and security forces.
Last month, suspected AQAP militants bombed a military bus in Yemen's capital, killing at least two soldiers. In December, AQAP said it was behind a suicide bombing at a hospital next to Yemen's defense ministry that killed 52 people.
The al-Qaida branch is considered one of the world's most active.
Some information for this report was provided by AFP and Reuters.
Twenty Yemeni soldiers are dead after an attack on a military checkpoint in the eastern part of the country.