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Motorcycle gunmen shot dead two police officers late on Wednesday in the southern Yemeni town of Daleh, sparking a police manhunt that set off a clash with the suspects in which another officer and a civilian died, the Mareb Press Agency reported.
At least 15 people including 10 police officers were wounded in the clash.
The clashes followed demonstrations in the southern port city of Aden to mark the 45th anniversary of independence from Britain and calling for self-rule.
Southerners, who have long complained of discrimination, joined a unified Yemen in 1990, but calls for an autonomous state have increased lately.
Yemen is a deeply divided country that has been in turmoil since January 2011, when protesters inspired by the Arab Spring took to streets in a violent uprising that forced Yemeni President Ali Abdullah Saleh to step down after 33 years in power. - Sapa-dpa