Similar attacks in the past have been blamed on Al-Qaeda in the Arabian Peninsula (AQAP), a powerful affiliate of the global terror network that has been the target of a US drone campaign and repeated military operations by the weak central government.
Two armed men on a motorbike opened fire at Colonel Abdul Razak al-Jabali, head of training at military police, killing him as he walked to work along Airport Road, a Yemeni official said on condition of anonymity.
And an intelligence officer died of wounds he sustained in an attack that killed a colleague earlier on Monday in the capital.
The latest attacks targeting security forces came after nearly 70 suspected Al-Qaeda militants were killed in a two-day air campaign by US drones and Yemeni warplanes.
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The air strikes on Saturday and Sunday came after a video surfaced of AQAP leader Nasir al-Wuhayshi vowing to fight Western "crusaders" everywhere in the world.
On Tuesday, a state security court sentenced an Al-Qaeda militant to 15 years in prison after convicting him of taking part in plotting to kill an army commander in south Yemen in 2012, in a suicide bombing attack.
Sami Dayan was found guilty of "forming an armed group to carry out terrorist acts," in addition to attacking military bases, according to the verdict.
Another defendant in the same trial, Farhan Awad al-Saadi, was jailed for four years.