The incident took place in Marib province, in the western section of the country. Three other soldiers were injured in the ambush, conducted by al Qaeda in the Arabian Peninsula, also known as AQAP.

Yemen's government is unpopular among many citizens, and it has been facing a lot of street opposition in recent months, but it has been a US ally in the fight against militants - most prominently AQAP.

In December, John Brennan, the US administration's top counterterrorism adviser, said AQAP posed a greater threat to Americans than the bin Laden group based in Pakistan.

Speaking at a Carnegie Endowment for International Peace forum, he said AQAP was "increasingly active" in reaching out to find terrorist recruits, even in the United States.

One of the key figures in the group is Anwar Al-Awlaki, the American-born radical Muslim cleric who moved to Yemen and has become a key figure in AQAP.

A U.S. drone strike recently attempted but failed to kill al-Awlaki. This came after the US military swooped into a compound in Abbottabad, Pakistan on May 2, and killed al Qaeda leader Osama bin Laden.

Al-Awlaki has been linked to the suspect in the Fort Hood massacre of 13 people in 2009, as well as the suspect in the 2009 Christmas Day "underpants bombing" attempt in which a man allegedly tried to detonate an explosive device sewn into his underwear as his flight headed toward Detroit.