This was prompted by intercepted conversations between two senior al-Qaeda figures, including top leader Ayman al-Zawahiri, US media said.
Meanwhile the UK Foreign office says it has withdrawn embassy staff from Yemen and advises against all travel there.
The US earlier said the closures in North Africa and the Middle East were "out of an abundance of caution".
A global travel alert issued on Tuesday said: "The US Department of State warns US citizens of the high security threat level in Yemen due to terrorist activities and civil unrest."
"The department urges US citizens to defer travel to Yemen and those US citizens currently living in Yemen to depart immediately."
It added that "the security threat level in Yemen is extremely high".
It comes hours after a drone strike killed four suspected al-Qaeda militants in the country.
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