The protests are the latest to roil the Middle East over the online release of a film produced in the United States that denigrates Prophet Mohammed.
A large number of protesters attempted to storm the embassy in Sana'a, with about six demonstrators reaching the main gate and attempting to break windows of the security room, witnesses said.
Protestors burned tires outside the embassy, while Yemeni security forces attempted to disperse the crowd of several thousand with batons.
Hours earlier in Cairo, six police officers suffered minor injuries during the clashes, said Alla Mahmoud, a spokesman for the Egyptian Interior Ministry. Some protesters received medical treatment inside ambulances.
Demonstrators threw rocks and Molotov cocktails as police tried to disperse them by firing tear gas canisters from police vehicles as they drove through Tahrir Square, near the embassy.
The clashes came amid heightened tensions at U.S. diplomatic missions in the region following Tuesday's attack on the U.S. Consulate in Benghazi, Libya, that left Ambassador to Libya Chris Stevens and three other consular officials dead.
On Tuesday, the 11th anniversary of the 9/11 terrorist attacks, several men scaled the walls of the U.S. Embassy in Cairo and tore down its U.S. flag.
About 500 protesters turned out Wednesday in Cairo to demonstrate against a film that mocks Islam's prophet.
Wednesday night's protest turned violent as demonstrators threw rocks and pushed through barbed wire fencing outside the embassy, according to Mahmoud. Two police trucks and a car were set afire.
"Forces were able to push them down toward Tahrir Square farther from embassy street," Mahmoud said, adding that some arrests had been made.
CNN's Mohamed Fadel Fahmy and Ian Lee in Cairo, Jomana Karadsheh, Matt Smith, Brian Walker, Elise Labott, Paul Cruickshank and Tracy Doueiry contributed to this report
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