A group of gunmen threw two bombs at soldiers stationed to safeguard anti-government protesters in Sana'a on Saturday, witnesses said.
Two protesters and a soldier were injured, with one of them shot in the neck. The gunmen were reportedly driving a car that had police license plates, an eyewitness told the German Press Agency dpa.
The attack comes as President Ali Abdullah Saleh tries to revive an exit deal brokered by the Gulf states, while setting new conditions.
These are that the defected military commander, Ali Mohsen al-Ahmar, and the leader of the Hashid tribe, Sheikh Sadiq al-Ahmar, should both leave the country first.
Both men have reportedly accepted Saleh's demands "in the interests of Yemen," said Yahya Abu Usba, an opposition leader, according to local media.
Saleh refused three times to sign the six-nation deal. He is in Saudi Arabia recovering from an attack on his presidential palace in early June that left him injured.
The attack came amid countrywide protests, with millions of Yemenis taking to the streets since February to demand Saleh's ouster.
Around 400 people have been killed in a government crackdown, human rights advocates say.
The political stalemate has left the country with fuel shortages, pushing petrol prices up by 125 per cent. This has also affected the prices of foodstuff and basic goods.