Gunmen opened fire on Yemeni Prime Minister Mohammed Salem Basindwa’s motorcade in what is believed to be the first direct attack against the PM himself by al Qaeda.
He was returning home from his office at the time.
It is the first time Mr Basindwa has come under attack, the AFP news agency says, although other members of his cabinet have previously been targeted. The government is battling militants of al-Qaeda in the Arabian Peninsula.
Barack Obama is believed to be golfing after punting to Congress on Syria and has yet to comment.
Earlier this month, the US and several other Western countries temporarily shut their embassies in Sanaa after reports of an imminent al-Qaeda attack.
A senior intelligence officer was killed by suspected militants in southern Labous province late on Friday.