Witnesses in the southern Aden province told AFP they heard a loud explosion followed by gunfire at the main office of UAE-trained security forces in charge of guarding state- owned facilities.
They said 10 people had been killed in the attack and more wounded. The number of casualties could not be confirmed by government sources.
It was not immediately clear how the bombing was carried out. One police source said it appeared that explosives in a vehicle had been remotely detonated during the attack. Another said there had been a suicide bomber inside the car.
The United Arab Emirates, which has trained government forces in southern Yemen, is a key member of a Saudi-led military coalition fighting alongside the government.
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Yemen's war pits the Saudi-backed government of Abedrabbo Mansour Hadi against former president Ali Abdullah Saleh and his Huthi rebel allies.
A major attack on Aden on November 5 killed 35 people, sparking a hostage crisis in a city that had seen a period of relative calm in the war-torn country. The Islamic State group claimed the attack.