Gunmen shot dead the German ambassador's bodyguard in Sanaa on Sunday as others kidnapped a Sierra Leonean working for the United Nations Children's Fund (UNICEF), sources said.
Gunmen in a vehicle opened fire at the bodyguard as he was leaving a store in the southern Hada district, where foreign embassies are located, a security official and witnesses said.
An earlier report said the ambassador herself had been the target of a failed kidnap attempt.
However, a foreign ministry spokesman told AFP that Ambassador Carola Mueller-Holtkemper "is currently outside the country".
But "apparently there was an attempt to kidnap her bodyguard and he was shot dead when he resisted".
In Berlin, a foreign ministry spokeswoman said only that the government was "making intensive efforts to clear up the facts".
Medics in Sanaa said the corpse of the bodyguard was taken to the Saudi-German hospital in the capital.
Security forces sealed off the area after the shooting.
Elsewhere, in the north of city, gunmen kidnapped a Sierra Leonean citizen who works for UNICEF, diplomatic sources told AFP.
They said the man was seized at gunpoint from a U.N. vehicle, adding that his Yemeni driver was not abducted.
Foreigners are frequently attacked or kidnapped in Yemen, home to Al-Qaeda in the Arabian Peninsula (AQAP) which is viewed by the United States as the network's deadliest franchise.
President Abdrabuh Mansur Hadi on Sunday urged security forces to "boost alert levels to restore security and stability" in the face of "terrorist threats", the Saba state news agency reported.
On Wednesday, the pan-Arab Al-Hayat daily quoted Foreign Minister Abu Bakr al-Qirbi as saying that ransoms paid to AQAP kidnappers have helped strengthen the network.
"Unfortunately, the ransoms that were paid to release hostages seized by the network have provided it with the money needed to renew its activity," he said.
AQAP militants are still holding Saudi Arabia's deputy consul in Aden, Abdullah al-Khalidi, whom they seized in March 2012.
In addition to a ransom, they are demanding the release of female Al-Qaeda-linked prisoners held in Saudi Arabia in return for his release.
The extremists are also holding Nour-Ahmad Nikbakht, identified by Tehran as an administrative staff member of the Iranian embassy in Yemen, abducted on July 21.
Kidnappings are often carried out by tribesmen who use their hostages as bargaining chips in disputes with Yemen's central government and usually free them unharmed after tribal mediation.
But recently, AQAP militants operating from hideouts in the impoverished country's south and east have threatened foreigners.
Germany was among several Western countries, including the United States, which closed their embassies in August after U.S. warnings of an Al-Qaeda attack.
The alert was reportedly linked to the interception of communications between Al-Qaeda leader Ayman al-Zawahiri and the leader of the group's Yemen-based affiliate, Nasser al-Wuhayshi.
Yemeni authorities have since claimed to have thwarted the alleged plot, and there have been several reports of U.S. drone strikes killing suspected militants.
The embassies later reopened.
On Wednesday, troops recaptured a military headquarters in the southern port city of Mukalla, after it was seized on Monday by Al-Qaeda-linked gunmen who also took hostages.
Twelve people, including five soldiers, were killed in the fight for the building.
Last month, suspected Al-Qaeda fighters launched simultaneous attacks in the southern Shabwa province, killing more than 50 troops in one day.
Yemen gunmen kill German guard, as U.N. worker kidnapped