A US drone strike has killed at least four suspected al-Qaeda fighters in Yemen's eastern Marib province, a tribal source has told the AFP news agency.

The raid targeted their vehicle "and turned it into a ball of fire, immediately killing the four, all of whom are Yemeni", the source said on Tuesday.

About two dozen US diplomatic posts have been shuttered across the Middle East since Sunday after Washington said electronic intercepts of high-ranking al-Qaeda operatives signalled a major attack was imminent.

Among those killed in the drone strike was an al-Qaeda operative listed by Yemeni authorities on Monday, the source said.

Yemen's official Saba news agency confirmed "the death of four al-Qaeda militants in Wadi Abida in Marib".

The tribal source named two of the dead as Saleh al-Tays al-Waeli and Saleh Ali Guti.

Waeli figures on a government list of 25 al-Qaeda suspects wanted in connection with an alleged plot to launch a major attack before Ramadan ends and the Muslim Eid al-Fitr feast begins, either Thursday or Friday.

US media reported on Tuesday that intercepts between al-Qaeda chief Ayman Al-Zawahiri and the leader of the group's Yemen affiliate had sparked the closures as well as a global travel alert.

Later on Tuesday, the US state department ordered all non-essential staff to leave the country and told citizens to leave the country "immediately" due to "terrorism" concerns.

The New York Times said that the electronic communications last week revealed that Zawahiri had ordered Nasser al-Wuhayshi, the head of al-Qaeda in the Arabian Peninsula (AQAP), to carry out an attack as early as this past Sunday.

Tuesday's drone strike is the fourth of its kind since July 28, bringing the number of people killed in such attacks in the last week to 17.