Police raids and arrests took place throughout the capital, coastal towns and the northeastern province of Mareb on Thursday and Friday, where the bombing occurred.
Yemeni security forces have also been deployed in the capital to protect embassies, government buildings and senior state officials.
The suicide bomber drove his car into a group of tourists visiting the ruins of a temple linked to the ancient Queen of Sheba, killing seven Spaniards and two Yemenis.
The attack came less than two weeks after the US embassy warned Americans to avoid the area around the temple in northern Yemen, which until recent years was rarely visited because of frequent kidnappings of foreigners.
Spain has flown home five survivors of the attack and sent Spanish police to support local investigators.
A sixth wounded tourist remained in a Yemeni hospital to undergo an operation and was reported to be in serious condition, Spanish authorities said.
On Tuesday, Yemeni security officials said that they had been warned about a possible al-Qaeda attack, but did not think it would be a suicide bombing against tourists.
They said al-Qaeda had warned it would attack Yemeni oil facilities, government institutions and foreign embassies.
Ali Abdullah Saleh, the Yemeni president, has offered a $76,000 reward for any information about those responsible for the attack.
On Thursday, a government-sponsored protest gathered some 1,500 Yemenis in the capital to denounce "terrorism" in the country.