Yemeni security sources say two explosions heard in the capital Sanaa were caused by shells, fired by unidentified attackers.
The shells landed in a parking area, near a customs office and the Italian embassy, without causing casualties.
It was the third rocket or mortar attack in Sanaa in the past few weeks.
US officials believe the US embassy was the target of the first attack, but the mortars fired missed the compound and
injured children at a nearby school.
In a second incident, militants fired rockets or mortars at a residential compound housing Western workers. There were no casualties.
Last month, one guard was killed in a blast near the US embassy in the capital, although the cause was not known.