The AstraZeneca doses arrived in the southern port city of Aden, Yemen's de facto capital, where the internationally recognised government is based after being routed from Sanaa in the north by Huthi rebels in 2014.
"Yemen received 360,000 Covid-19 vaccine doses shipped via the Covax facility," UNICEF said in a statement, referring to the World Health Organization-backed global scheme to provide jabs to countries in need.
"This first batch is part of 1.9 million doses that Yemen will initially receive throughout 2021," it added.
Last week Yemen's coronavirus committee urged the government to declare a public health "state of emergency" amid a surge in infections.
It called for the implementation of a "partial curfew" and for the closure of wedding halls, shopping centres and mosques outside of prayer times.
Doctors Without Borders (MSF) has also warned the number of critically Covid-19 patients was rising across the country, urging assistance from donor countries and specialised groups.
MSF is "seeing a dramatic influx of critically ill Covid-19 patients requiring hospitalisation in Aden, Yemen, and many other parts of the country," the medical charity said.
"We are urging all medical humanitarian organisations already present in Yemen to rapidly scale up their Covid-19 emergency response," said Raphael Veicht, MSF head of mission in the country.