Investigations are under way to determine the cause of Saturday's explosion in the warehouse in Muderiyat al-Sawadiyah, a town in al-Baydaa province, about 220km southwest of the capital, Sanaa.
The building, owned by a weapons merchant, was in a residential area in the middle of the town, near Tariq Bin Ziyad elementary school.
It was not known if any ammunition was in the warehouse. A security official said the owner did not have permission to store any.
Three homes were flattened in the early evening blast, the security official said, speaking on condition of anonymity.
He said eight of the wounded were seriously hurt.