Yemeni forces have continued to strike at jihadist cells, and foreign security aid still flows.
The speaker of parliament and other prominent Yemeni politicians agitated unsuccessfully for his release.
The embassy immediately contacted Yemeni security authorities and all parties are investigating, the agency reported.
Last November, 10 people were killed when a Yemeni military transport plane crashed near Sanaa airport.
And he reiterated that Yemeni investigators believe that the attack was an orchestrated act of terrorism.
The White House and the Yemeni Embassy in Washington didn't immediately respond to requests for comment.
Yemeni security forces, meanwhile, shot dead two militants north of the capital, Sanaa, said officials.
BBC: Yemen instability poses a 'global threat', says Clinton
On this occasion, with the Yemeni government's acquiescence, they decided to cut out the middle man.
Certainly there are aspects of the Yemeni government's story that do not make sense.
Three senior Yemeni Defense Ministry officials told CNN the country has no evidence proving his death.
The disgraced former Yemeni president Ali Abdullah Saleh arrived in the US this week.
The Yemeni navy also participated in the attack, bombarding Jaar for three hours Sunday morning.
Yemeni officials said one of those killed was a senior al-Qaeda operative, Saleh Mohammed al-Ameri.
The Yemeni government said its forces had also inflicted losses on separatist and al-Qaeda-linked rebels elsewhere.
Her father is believed to be Yemeni, her mother Saudi, the rights workers told CNN.
The United States currently is holding approximately 240 prisoners, around 100 of whom are of Yemeni descent.
Six suspects, all of Yemeni origin, have been detained in the last three days according to Iryani.
The Yemeni authorities have tightened security measures at Sanaa's airport, as well as around several other embassies.
BBC: Yemen instability poses a 'global threat', says Clinton
Mohammed says Susan traveled to Yemen for the first time this summer to marry a Yemeni man.
Numerous other Yemeni soldiers are still being held hostage by militants since the attacks, two officials confirmed.
The US military has been backing the Yemeni government in its efforts to to oust the militants.
Since the longtime Yemeni strongman Saleh stepped down in February, the American drone strikes and airstrikes have increased.
Raida became the last redoubt of Yemeni Jews, who continued to lead a simple life there alongside Muslims.
Yemeni President Abdrabbuh Mansour Hadi has removed the commander of an elite army unit, state TV has reported.
The latest was a 32 -year-old Yemeni in September who had been held there for around 10 years.
One of the men who escaped in that jail break is Jaber Elbaneh, a Yemeni-American from Lackawanna, N.
But three senior Yemeni defense ministry officials told CNN the country then had no evidence proving his death.
CNN: Yemen: No. 2 al Qaeda leader in Arabian Peninsula killed
An American teacher was fatally shot in the province of Taiz earlier this month, Yemeni Defense Ministry officials said.
The Swiss foreign ministry said it was in contact with Yemeni authorities to ensure the woman's release and safety.
The plane was on a training flight when it crashed, Yemeni officials said.
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