The tourists were seized in Shabwa province in the east of the country by members of the al-Abdullah tribe, a Yemeni government official said.
Officials said the tourists were travelling in a convoy when gunmen blocked their vehicle they were in and took them hostage.
Tribal elders have begun mediation efforts with the kidnappers who are demanding that relatives are released from prison.
Members of the same tribe took a former German diplomat and his family hostage in December last year. The five Germans were released after three days.
Scores of tourists and foreigners working in Yemen have been kidnapped over the past decade by tribesmen demanding better schools, roads and services, or the release of jailed relatives - most have been released unharmed.
Five Italian tourists were abducted in January before being released six days later when the kidnappers were cornered by security forces in the mountains of north Yemen.
Ali Abdullah Saleh, the Yemeni president, has vowed to crackdown on abductions and at least two convicted kidnappers have been executed this year.
Yemen is currently preparing for presidential and municipal elections which will be held on September 20.