He said the unknown assailant attacked the protest camp while most demonstrators were still asleep. Meanwhile, a policeman was shot dead and three others wounded by protesters in Aden, Yemen's main southern port city.
The latest violence comes a day after the UN Security Council met to discuss the crisis for the first time.
The council called on the parties "to exercise restraint and to enter into a comprehensive dialogue to realise the legitimate aspirations of the Yemeni people" but failed to agree on a statement proposed by Lebanon and Germany.
Susan Rice, the US ambassador to the United Nations, told reporters after the closed meeting that "there were several delegations that wanted instruction from [their] capitals".
Other council diplomats, speaking on condition of anonymity because the talks were private, identified the countries as Russia and China.
Rice said "several themes emerged, including a call for restraint and an end to the violence'' and concerns that the events in Yemen not only have implications for the country's security and stability but also for regional and international peace and security.