The embassy in Sana'a, already operating with reduced staff, will be closed on Sunday and Monday as "a precautionary measure", the Foreign Office said, without clarifying if the move was a result of a specific threat.
"The embassy will be closed on 4 and 5 August. We have withdrawn a number of staff from Sana'a, due to increased security concerns. We updated our travel advice to Yemen on 2 August to reflect that," a spokesperson said.
The spokesperson said, "We keep travel advice and the security of our staff and missions under constant review. Our travel advice advises particular vigilance during Ramadan, when tensions could be heightened.
"We are particularly concerned about the security situation in the final days of Ramadan and into Eid."
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The closure came as the UK Foreign Office issued further advice warning against all travel to Yemen and said British nationals who remain there are unlikely to be evacuated should violence escalate.
"There is a high threat from terrorism throughout Yemen... there is a very high threat of kidnap from armed tribes, terrorists and criminals," the advice warns.
It is to close 21 embassies and consulates in the Middle East tomorrow after reportedly intercepting Al Qaeda messages.
However, unlike the US, the UK is keeping its embassies in Saudi Arabia, Oman, Qatar, Bahrain, Kuwait, United Arab Emirates and Iraq open, but it has advised staff to "exercise extra vigilance as we approach Eid".