Members of the so-called Popular Resistance Committees of pro-army tribesmen attacked special police guarding the complex, sparking fighting that lasted until dawn, PRC chief Hussain al-Wuhayshi said.
Medics at the city's Al-Jumhuriyah Hospital said two people on each side were killed.
On January 12, President Abedrabbo Mansour Hadi appointed General Abdulrazaq al-Merwani, a Shiite known for his close ties to the Huthi militia that has seized power in Sanaa, as chief of the police special forces.
The Popular Resistance Committees, loyal to Hadi, accuse the special police of cooperating with the Huthis.
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"They are facilitating the entry of Huthi fighters into Aden to seize the city," Wuhayshi told AFP.
Yesterday, political leaders and governors of three southern provinces -- Aden, Lahij, and Mahra -- formed a local group to oppose what they branded as the Huthi "coup".
They demanded Hadi's reinstatement and affirmed their support for Yemen becoming a federation based on the outcome of a national dialogue held last year.