The US embassy, which had closed for two days due to security concerns over an al-Qaeda threat, cited "successful" security operations north of the capital as it reopened on Tuesday.
The British and French embassies, which also closed their doors, resumed operations on Wednesday.
The French embassy remained closed to the public on Wednesday but the ambassador and staff reported for duty.
The French foreign ministry announced the move on Tuesday night, saying: "We decided on the closure as a security measure after threats made public by known terrorist groups."
Concerns that Yemen, a country on the southern tip of the Arabian peninsula, has become a haven for armed groups were thrown into sharp focus when a Nigerian man allegedly trained in Yemen was charged with trying to blow up a US-bound jet.
The botched Christmas Day attack was claimed by al-Qaeda in the Arabian Peninsula, which also urged attacks on Western interests in Yemen.
In the wake of the failed attack, General David Petraeus, the US regional military commander, travelled to Sanaa for talks with Ali Abdullah Saleh, the Yemeni president.
At the same time, Yemen sent army reinforcements to the eastern provinces of Abyan, Bayada and Shawba, where al-Qaeda fighters have hideouts, and raised the alert level in those regions.