The Australian Defence Force is investigating reports that an Australian commander has been killed in southern Yemen.

Yemen’s al-Marssad news agency has reported that an Australian, identified as Philip Stitman, had been killed alongside six Colombian soldiers.

The report said the group was killed when Houthi fighters launched attacks on Saudi-led forces.

It is believed the Australian was employed as a foreign mercenary by the United Arab Emirates, to lead Colombian troops against the Yemen Army's Republican Guard, and the Houthis in the country's south.