Saba said on Sunday that 10,750 people had been seized in Yemeni cities and on the coast, which faces the Horn of Africa, including more than 10,000 Somalis and 350 Ethiopians.
The Somalis are being held at a detention camp in the southern Abyan province, while the others were repatriated, the agency said.
It did not say how the figure for the first eight months of 2005 compared with numbers in previous years.
More than 100 Somali and Ethiopian migrants have drowned this month trying to get to Yemen, a poor country of 20 million on the tip of the Arabian peninsula, according to survivors and Yemeni officials.
Somalis fleeing violence in their homeland and Ethiopians in search of better economic prospects often attempt the hazardous 300km crossing to Yemen in the hope of reaching the energy-rich Gulf Arab region and Europe.
Hundreds have drowned, often in overloaded and rickety vessels run by smugglers.
The UN refugee agency UNHCR has said increasing numbers of African migrants are likely to risk their lives sailing to Yemen in the coming months due to the start of calmer weather in the Gulf of Aden.
The UNHCR says the number of Africans trying to get into the Gulf region via Yemen has increased since early 2004.
It puts the number of registered Somali refugees in Yemen at about 50,000.