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It comes after the sudden closure of 20 US embassies and consulates on Sunday.
This was prompted by intercepted conversations between two senior al-Qaeda figures, including top leader Ayman al-Zawahiri, US media said.
The US earlier said the closures in North Africa and the Middle East were "out of an abundance of caution".
'Extremely high'
A global travel alert issued on Tuesday said: "The US Department of State warns US citizens of the high security threat level in Yemen due to terrorist activities and civil unrest.
"The department urges US citizens to defer travel to Yemen and those US citizens currently living in Yemen to depart immediately."
It added that "the security threat level in Yemen is extremely high".
The BBC's Abdullah Ghorab, in Sanaa, says the Yemeni capital has been experiencing unprecedented security measures, with hundreds of armoured military vehicles deployed to secure the presidential palace, vital infrastructural buildings and Western embassies in the capital.
Our correspondent says that a security source confirmed Yemeni intelligence services had discovered that tens of al-Qaeda members had arrived in Sanaa over the past few days from other regions in preparation for the implementation of a large plot.
The source described the plot as dangerous, and suggested it was to include explosions and suicide attacks aimed at Western ambassadors and foreign embassies in Yemen, in addition to operations aimed at the Yemeni military headquarters.
© AFP
According to the New York Times, the US intercepted communications between Zawahiri and the group's head in Yemen, Nasser al-Wuhayshi.
The paper said the conversation represented one of the most serious plots since the 9/11 attacks.
A number of US diplomatic posts in the region - including in the Yemeni capital Sanaa - will remain closed until Saturday.
Several European countries have also temporarily shut missions in Yemen and the UK Foreign Office is advising against all travel to the country.
A state department global travel alert, issued last week, is also in force until the end of August.
In its latest statement, the department referred to previous attacks on US embassies, including the storming of its compound in September 2012.
Earlier that month mob attacks on the US consulate in Benghazi had left US ambassador Chris Stevens and three other Americans dead.
Meanwhile, officials in Yemen released the names of 25 al-Qaeda suspects, saying they had been planning attacks targeting "foreign offices and organisations and Yemeni installations" in the capital of Sanaa and other cities across the country.
AQAP, the Yemeni branch of al-Qaeda, has also been blamed for the foiled Christmas Day 2009 effort to bomb an airliner over Detroit and for explosives-laden parcels that were intercepted the following year aboard cargo flights.
Seven suspected al-Qaeda militants were killed in two US drone air strikes in southern Yemen in June, officials say.
"the security threat level in Yemen is extremely high"
Really? I wonder why? Perhaps it's because the real terrorists of the world are preparing to attack ANOTHER country.