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.
Meanwhile, Westerners living in Yemen are taking extra security precautions in the wake of U.S. and British warnings of possible terrorist threats and the closing of foreign embassies.
From his office in Yemen, one official of a U.S.-based relief organization says he is trying not to attract attention and asks that neither he or his organization be identified. He is one of dozens of Westerners who are cautiously staying behind after the U.S. and Britain hurriedly evacuated the majority of embassy staffers.
The official says he has no immediate plans to leave Yemen but is taking the warnings seriously.
"We just stay home, stay out of sight, away from public places, these kinds of things," said the official.
He says even if there had been no terrorist warning, his office would be closed for the next few days for the Muslim holiday Eid, marking the end of Ramadan.
He also says life on the streets in Sana'a appears normal, in spite of the warnings.
"We should not get too carried away. Yes, the threat is there and I think there is a reason why the precautions are being taken or the alerts were being sent out, but I think we need to just step back a little and see the situation through," he said.
American photojournalist Alex Potter says she has noticed extra security checkpoints in Sana'a. Still, she plans to stay for the time being.
"I feel very connected to the Yemeni people here and I feel very safe because I have a good network of people," said Potter.
Iona Craig is a British freelance journalist who has lived in Yemen for three years.
She says even before the U.S. and British terror warnings, she had begun keeping a low profile because of a string of kidnappings targeting Westerners.
"I have to be careful about the way I move around the city. You know, you don't have a routine in what you're doing and you try to blend in as much as possible by not wearing Western clothes and that kind of thing," said Craig.
Craig says there are signs of extra security in Sana'a. She says she has seen surveillance planes flying over the city.
She also says the government has asked international relief groups to restrict events at night. Meanwhile, Yemen has deployed hundreds of armored military vehicles to secure the presidential palace, vital buildings and Western embassies in the capital.
Police stop cars at a checkpoint near the U.S. embassy in Sanaa, Yemen, August 6, 2013. The State Department on Tuesday ordered non-essential personnel at the U.S. Embassy in Yemen to leave the country.
A police armoured personnel carrier is stationed at a checkpoint on the road leading to the Sanaa International Airport August 6, 2013.
A Yemeni soldier inspects cars on a street leading to the U.S. embassy in Sanaa, August 4, 2013.
An image grab taken from an AFPTV video shows people heading to Sanaa International Airport as they prepare to leave Yemen on August 6, 2013.
A policeman checks a car at a checkpoint near the U.S. embassy in Sanaa, Yemen, August 6, 2013.