A source who did not wish to be identified said five followers of Husain al-Huthi - who was killed by Yemeni forces last year - had sped away in a car after exchanging fire with police at a weapons market in Saada province, north of the capital, Sanaa, on Saturday.
It was the first such incident since the Yemeni government announced on 10 September 2004 that the army had killed al-Huthi, a prominent Zaidi Shia sect cleric, nearly three months after he started a rebellion in the mountainous northwest, near the border with Saudi Arabia. The fighting left more than 400 people dead.
The Zaidi sect is dominant in northwest Yemen but is in the minority in the mainly Sunni country.
The Yemeni government accused al-Huthi, leader of the Faithful Youth group, of setting up unlicensed religious centres and forming an armed group which staged violent protests against the United States and Israel.
High profile targets
The trio who were killed on Saturday were prominent members of the organisation.
Al-Huthi was one of a number of rebel leaders in Yemen, but he represented a considerable target having engaged the security forces over a long period.
According to experts, his group had no links to al-Qaida.