A Yemeni was also injured in the attach, the AFP news agency reported.
Officials said the attackers were believed to be from a group of al-Qaeda fighters hiding in the valley.
Tourists often travel through the Wadi Dawan on route to see Shibam, a historic town of mud brick houses, some as many as nine stories high.
An interior ministry official, quoted anonymously by the Associated Press, said that Yemeni authorities had received email and telephone threats of imminent attacks over the past two days.
The official said al-Qaida militants were pushing for the release of jailed comrades.
In July, a suicide bombing killed seven Spanish tourists and wounded six at a historic site in the Arab country. Two Yemenis were also killed.