A Saudi diplomat, along with a Yemeni escort, was killed in the heart of the capital Sana'a on Wednesday.
Eyewitnesses affirmed that gunmen in a four-wheel vehicle shot fire at the diplomat and managed to escape.
Diplomatic sources spelt out the diplomat, Khalid al-Enzi, served as an assistant of the military attaché.
Alarabya TV reported that the killers were dressed in security force uniforms of the Central Security.
A Saudi Foreign Ministry spokesman confirmed to Reuters the unnamed diplomat died in the attack, but no group has claimed responsibility for the attack.
In October, masked gunmen shot dead a Yemeni man who worked in the security office of the U.S. Embassy in Sanaa, weeks after Abdulilah Al-Ashwal, a senior intelligence official, was killed in a drive-by shooting in the capital.
Saudi Arabia, which is a major donor to their poor neighbor and hosted the signing of the deal for President Abdu Rabo Mansour Hadi to take power, strongly supported Yemen in combating Al-Qaeda.
Hadi conducted an offensive against Al-Qaeda and could cleanse them from their main hideouts in Abyan and Shabwa governorates, but Al-Qaeda resorted to use other tactics including assassinations and bombing in its war against the Yemeni government.
A Saudi diplomat, Abdullah Al-Khalidi, was kidnapped in the port city of Aden on March 28 and several video messages of al-Khalidi were posted by Al-Qaeda in which he appealed to the Saudi authorities to meet the demands of captors through releasing Al-Qaeada prisoners and pay a ransom.