Prime Minister Khaled Bahah escaped unharmed, but the attack on the Al-Qasr hotel as well as military installations elsewhere in the southern port city left dead 15 Arab soldiers and fighters loyal to his government.
Two rockets struck the heavily fortified multi-storey hotel, setting it alight and causing smoke to billow into the sky, while a third rocket missed its target and splashed into the sea, officials in Aden said.
"The government will remain in Aden," he added, even after some ministers "were lightly wounded and moved to a safe location" following the attack on the hotel.
Rockets also targeted a nearby barracks used by Saudi-led forces as well as a residence for members of the coalition, according to an AFP photographer, who saw helicopters evacuating casualties from the site.
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The attacks by the Iran-backed rebels and their allies "targeted the government headquarters and several military positions (and) left 15 Arab coalition and Yemeni resistance martyrs," said the Emirati WAM news agency.
The coalition meanwhile issued a statement published on the Saudi SPA news agency saying the attacks killed three Emiratis and one Saudi soldier.
And medics told AFP that two Yemeni guards were killed and 12 were wounded in the attack on Bahah's hotel.
Bahah and several of his ministers had returned to Aden on September 16, two months after loyalist forces supported by Saudi-led air strikes pushed Iran-backed rebels out of the city.
The country's internationally recognised president, Abedrabbo Mansour Hadi, designated Aden the temporary capital last month when he returned there briefly from neighbouring Saudi Arabia after six months in exile.
SPA said the attacks were carried out by "Katyusha rockets" and that coalition forces "responded to the source of fire and destroyed the vehicles" used to launch the assaults, adding that an investigation was ongoing into the incident.