Three people, including two sons of an MP, were killed in Hadhramaut, southeastern Yemen, after some unknown assailants shot them dead outside their home.
President of south parliamentary bloc Fouad Waked's two sons were killed in the attack.
Another man wounded in the attack, local news outlet reported.
The circumstances of the incident are still vague, as Waked is an opponent to the Houthi group.
Meantime, some assailants attacked a security headquarters, dominated by the al Qaeda militants in Hadhramaut's city of Al Mukalla.
The Saudi-led coalition began air strikes in Yemen in March in a campaign to restore Yemeni President Abd-Rabbu Mansour Hadi to power. He fled in March, after Houthis seized Sanaa in September and then thrust into central and south Yemen.
The conflict has killed about 4,000 people so far, nearly half of them civilians, according to the United Nations.