Security has been stepped up in and around Yemen's capital, Sanaa
Yemen's authorities have warned citizens against hiding al-Qaeda militants and urged them to co-operate with security forces, state media say.
They quoted an unnamed security source as saying that "the war... against al-Qaeda elements is open whenever or wherever we find these elements".
The warning comes after the alleged leader of an al-Qaeda cell in Yemen was reportedly killed by security forces.
Yemen has vowed to pursue al-Qaeda unless it disarms and rejects violence.
The spotlight was turned on Yemen after the Yemen-based group Al-Qaeda in the Arabian Peninsula said it had carried out a failed bomb attack on a US-bound airliner on 25 December.
Earlier this week, US President Barack Obama said he had "no intention" of sending American troops to Yemen or Somalia to combat militant groups in those countries.
On Thursday, a group of Yemeni clerics issued a statement, warning that jihad, or holy war, was permitted in the case of any foreign military intervention in the volatile country.
On Wednesday, Yemen's provincial governor, Ali Hassan al-Ahmadi, said that Abdullah Mehdar had been killed in a fire-fight with security forces.
Mehdar is said to have been the leader of an al-Qaeda group in the province of Shabwa, 375 miles (600km) east of the capital Sanaa.
Analysts say al-Qaeda militants have been moving to Yemen after coming under pressure in Afghanistan and Pakistan, and following a crackdown in Saudi Arabia.