The tribesmen had kidnapped the tourists and threatened to kill them to press Yemen's government to release jailed relatives.
It was not immediately clear if their demands had been met.
The tourists arrived in the capital Sanaa accompanied by a Yemeni member of parliament who was part of the team negotiating with the hostage-takers, government officials said.
They said the four appeared to be in good health.
French Prime Minister Dominique de Villepin sent his thanks to the Yemeni authorities for their assistance in freeing the hostages, his office said in a statement.
Awad Ibnalwazir, a Yemeni legislator, told the AP news agency on Monday: "After hard and tiring negotiations throughout the night, an agreement was reached to free the hostages."
The four French nationals were seized on September 10 in the town of Ataq, in the Shabwa province southeast of Sanaa.
The incident is the latest in a long series of kidnappings by tribesman to win concessions from the Yemeni government.