A U.S. military plane carrying diplomats has left Yemen for a military base in Germany.
The State Department ordered the evacuation of non-essential staff because of what it calls the "extremely high" potential of a terrorist attack.
It has issued a travel warning for Yemen and urges U.S. citizens who decide not to leave to limit their movements.
Britain has also evacuated all staff from its embassy in Yemen, and 19 U.S. embassies and consulates in the Middle East and Africa will stay closed for the rest of the week.
U.S. media reports say intelligence agencies intercepted communications between al-Qaida leader Ayman al-Zawahri in Pakistan and the head of al-Qaida's branch in Yemen, Nasir al-Wuhayshi. The reports say al-Zawahri ordered the Yemen branch to carry out an attack as early as this past Sunday. But U.S. officials were unable to pinpoint the exact time and place of the possible attack.
Meanwhile, Yemeni officials say a suspected U.S. drone strike has killed four alleged al-Qaida members in Marib province.
Analysts say the communications indicate al-Zawahri is working through the affiliates because they say the al-Qaida core has been substantially weakened.
The U.S. diplomatic posts to stay closed all week are Amman, Cairo, Sanaa, Abu Dhabi, Riyadh, Dhahran, Jeddah, Doha, Dubai, Kuwait, Manama, Muscat, Antanarivo, Bujumbura, Djibouti, Khartoum, Kigali, and Port Louis.