The decision will mostly affect visitors from Western countries, including the US.
A US senate committee has expressed concern over up to 36 former US criminals who converted to Islam in prison and have arrived in Yemen in the past year, ostensibly to study Arabic.
Some members of the group have disappeared and it is possible they were "radicalised in prison and travelled to Yemen for training", the committee said in a report released on Wednesday.
The senate report also mentioned another 10 American citizens who had travelled to Yemen, converted to Islam and later become fundamentalists. They were said to have married Yemeni women so they could stay in the country.
Travellers from countries including Canada, Europe, Australia and Japan have previously been granted visas upon arrival, but will now have to get visas in advance.
"The granting of visas to foreigners will only happen via Yemeni embassies abroad, and after turning to the responsible security apparatus to investigate the identities of travellers to bar the infiltration of suspected terrorist elements," September 26 quoted a security source as saying.
Visitors from countries with bilateral agreements on entry would not be affected by the new rules, including those from Egypt, Syria, Sudan and Jordan, the official said.
On Wednesday, security concerns prompted the UK to suspended direct flights from Yemen.
Gordon Brown, the British prime minister, called Yemen "an incubator and safe haven" for al-Qaeda-affiliated fighters and said Yemenia's direct flights to the UK from Yemen would be suspended with immediate effect.
Airport security was stepped up in the UK and other countries after a Nigerian, who had spent several months in Yemen, allegedly tried to blow up a passenger jet over the US city of Detroit on December 25.