Three explosions were heard as warplanes hit the building in central Sanaa and thick smoke billowed over the area, the witnesses said.
The attack was part of raids that struck positions across the capital, including a base of the elite Republican Guards in Fajj Attan, in south Sanaa, according to witnesses.
The Republican Guard is a force that has remained loyal to former president Ali Abdullah Saleh, who stepped down in 2012 following nationwide protests against his three-decade rule and who is allied with the Huthi rebels against the government.
Earlier in the day, a base for the Republican Guard in Arhab, north of the capital, was also hit, while other air strikes targeted positions in Saada, the northern stronghold of the Huthi rebels.
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The attacks come as the an air campaign led by Riyadh in support of President Abedrabbo Mansour Hadi entered its third week.
In southern Yemen, coalition warplanes struck the airbase of Ataq, the provincial capital of Shabwa where troops loyal to Saleh have deployed and raised the flags of the rebels, local government sources said.
Hundreds of armed men from local tribes have been mobilising on the outskirts of Ataq to attack rebels in the city, tribal sources said.