Residents said on Tuesday gunmen opened fire on the checkpoint after a suicide bomber drove his booby-trapped car into the checkpoint northeast of Ataq, the capital of the province of Shabwa.
Meanwhile, the Saudi-led Arab coalition has called for an immediate ceasefire in the southern city of Aden, where heavy fighting has erupted between government troops and the southern separatists.
"The coalition renews its call to all parties to ceasefire immediately and end all forms of armed conflict," the coalition said in a statement cited by the Saudi SPA agency.
"The coalition affirms that it will take all necessary measures to restore security and stability in Aden," the statement said.
Two days of fighting
The coalition said it regretted that the warring sides did not respond to its earlier calls for restraint and calm.
The International Committee for the Red Cross (ICRC) said late on Monday that at least 36 people have been killed and 185 others wounded in two days of fighting in Aden.
Fighting intensified on Monday after the warring sides began using tank and artillery firepower as the port city remained paralysed.
Separatists' forces late on Monday advanced on the presidential palace and captured two military camps near Aden international airport, security sources told AFP news agency.
The fighting is taking place between troops loyal to the government of President Abd-Rabbu Mansour Hadi, based in Riyadh, and security forces loyal to the southern separatists which are trained and backed by the United Arab Emirates.
Saudi Arabia and UAE are the main partners in the Arab coalition that has been waging war on the Iran-backed Houthi rebels which took over the Yemeni capital Sanaa in September 2014.