"The captors threatened to kill the Italian tourists if government forces take the initiative of bombarding or raiding their hideout," the source from the al-Zaidi tribe said on Monday.
The Yemeni authorities are negotiating with tribesmen holding the Italians, after three women, one identified as Patrizia Rossi, were freed on Sunday but returned to the captors to try to secure the release of their two male compatriots.
The kidnapping of the five Italians, which followed the abduction of five Germans, prompted the sacking of governors in the two provinces where the Western tourists were seized.
Yemeni officials earlier said the three women had been freed and the authorities were negotiating to gain the release of Enzo Botillo and another male tourist.
But one official later said they had decided to return to the tribesmen upon learning, after being handed over to a mediator, that the men were still being held.
Patrizia Rossi was one of three
who were freed but returned
They said they would only leave if all five were released.
The Italians' kidnapping came hours after the president, Ali Abdullah Saleh, pledged to eradicate abductions in the poor Arab country, and a day after five German hostages were freed unharmed by tribesmen who held them for three days.
"Tribesmen stopped the vehicle the tourists were travelling in and abducted them," said the official, adding that talks were under way through local officials who acted as mediators.
Troops were being deployed in the remote mountainous Marib province, where the five were kidnapped by al-Zaidi tribesmen who demanded that eight tribe members held on criminal charges be freed, he added.
The tribe is known for similar abductions in the past.
Italy said its embassy in Sanaa was working with the Yemeni authorities to seek a solution to the kidnapping.
President Ali Abdullah Saleh said
he will crack down on kidnapping
Italy's Foreign Ministry said that about 100 Italians were in Yemen and that it had long warned against travel to tribal areas.
Saleh sacked the governors of Shabwa and Marib, the two unruly provinces where the latest kidnappings took place, state media said.
Officials also replaced the chiefs of the security forces in the two provinces, where central government control is weak.
Scores of tourists and foreigners working in Yemen have been kidnapped in recent years, often by disgruntled tribesmen demanding better schools, roads and other state services for their region, or the release of jailed relatives.