Yemeni authorities have arrested 19 people suspected of being connected to al Qaeda and having links to Wednesday's attack on the heavily fortified US embassy.
Two suicide car bombs set off a series of explosions outside the embassy, killing 16 people. No American citizens were hurt.
The US State Department said the bombings bore "all the hallmarks" of an al Qaeda attack but the United States had not concluded who was to blame.
A group calling itself Islamic Jihad in Yemen claimed responsibility and threatened attacks on other embassies including those of Britain, Saudi Arabia, and the United Arab Emirates.
It threatened to launch a series of attacks unless Yemen freed several jailed members.
A Yemeni Interior Ministry official said the suicide attackers had tried to break through the heavily guarded gates of the embassy with their cars but had failed.
Among the dead were six attackers and four bystanders. The rest were Yemeni security personnel, including one embassy guard.
US President George Bush said the attackers were trying to make America "lose our nerve and to withdraw from regions of the world."
Yemen has grappled with a spate of al Qaeda attacks this year, including one on the US embassy, another near the Italian mission and others on Western tourists.