Under the agreement struck late Wednesday between President Abed Rabbo Mansour Hadi and the Houthi rebel movement, Houthi gunmen were to withdraw from the presidential residence and key areas of the capital in return for political concessions.
It remains unclear who really controls the country and how much power is still in the hands of Hadi, whose government is viewed as a key U.S. Ally in the fight against al-Qaida. Hadi agreed to the deal while being held captive at his home in Sanaa.
The Shiite Houthis and Sunni terror group are sworn enemies.
The Houthis, who seized control of the capital and many state institutions in September, say they only want an equal share of power.
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Critics say they want to retain Hadi as president in name only, while keeping an iron grip on power.
With tensions running high, hundreds of Yemenis marched to the president's house on Thursday, protesting the continued deployment of the rebels.
"The Houthis are against the state," they chanted "Let's revolt in Sanaa." Protesters raised placards reading: "No to the coup."
Elsewhere in Sanaa, government officials said many ministers refused to show up at work until they see clear signs the conflict is resolved.
While the capital was free of violence, clashes did erupt southeast of Sanaa between Houthi gunmen and local tribesman. Tribal leaders said two tribesmen and four gunmen allied with Houthi rebels were killed in Khawlan-Watadah, 45 kilometers from Sanaa.